This has been an on again off again rumor for several years, but some people got extra suspicious due to GW's increased release schedule as well as the fact that they didn't increase the cost of their models this year.. there is a seperate article of GW pricing themselves too high and hitting the ceiling of what people are willing to pay for the hobby.
Keep in mind that GW's IP in VERY valuable.. they are one of few hobbies that made it into the video game industry, and even recently the best selling Dawn of War 1 and Dawn of War 2 RTS videogames ( and their respective expansions) won several awards in the video game industy. Also GW broke the MMO barrier in 2008 with Warhammer Age of Reckoning, as well as the 40k MMO Dark Millenium that was originally planned. Very few IPs have this kind of power, so even if GW did sell.. the cost would be extremely high that only a handful of high profile companies would be able to afford.