Frankly I do not see how they could not be aware that the ambiguity in their relationship sells. If their agent/manager has not told them, he should be fired.
Of course they are using this at their advantage and keeping people guessing. Why shouldn't they ? It gives them huge media attention and they need it. Starting a post-competitive career is not easy, and it probably helps with sponsor money as well.
To me, they are not lying to the public, they are just playing along with it, which is fair game. And it probably attracts more fans to figure skating in general so it's quite beneficial for everyone. But yeah they'll need a new strategy if they decide to date someone else publicly. In the meantime it makes people happy to picture them together, and as long as fans do not go too crazy I do not see why V/M should not enjoy it as well. I mean it's flattering that people are invested in their partnership. Why should they break the dream ?