It's said by her whenever you talk to her about Balgruuf, neutral or otherwise.
I guess it could, but eh, if it was, it was worded extremely badly. The game has a red flag over the hold, so its not like they do a great job trying to hide their leanings. There's dialogue in the UESP files that show once upon a time, Balgruuf was supposed to join either side, but now I don't know. Rather muddied.
Either way, I'm not much of a fan. Like most things, the supposed relationship he and I were supposed to have came off as shallow and forced. I did the man a solid by killing a dragon, he did me a solid by rightly awarding me a thane spot and pointing me to the greybeards. Now if he paid for my house...then I would have liked him more and felt bad about disthroning him. But alas, this was not so. Lydia's pretty nice though, hehe. 