When everyone around you toots your horn, there's no reason to do it yourself. James has people on teams all over the country calling him MVP. In that recent SI article, Dwight said that he has told James on many occasions that James is the leader of the team and Dwight is deferring to him.
During the summer before last year, James needed to exude a certain bravado, saying that he was the leader of the team and that he was the best player in the world. Now that those facts are obvious, there's no reason for him to say talk like that anymore. There's just nothing to be gained by it. If someone doesn't believe he's the leader, they're obviously not paying attention, and his saying it won't change his or her mind. However, if someone thinks that Dwight is going to play a smaller role after his injury and that the Rockets are worried about involving Dwight too much in their play after they did so well in his absence, James saying that Dwight is integral to their play can dispel those notions.
I think the weak thing for Harden to have said would be something like, "Yeah. Dwight is back, but let's not forget that I'm the leader." That would show that the Rockets aren't a solid team, that Dwight's return is a threat to stability, and that the Rockets might not be that great now that he's back. And these were notions that I have definitely been hearing in the media. But James came in a squashed that notion right out of the gate in front of the other players, the media, and the fans, like a true leader, in my opinion.