The Bafana Bafana centre-back has been linked with a European move throughout the off-season, although the Brazilians were thought to be holding out for an improved offer for their star defender.
However, following the 20-year-old's signing of a deal with Selmashi on Wednesday, Sundowns have moved to clarify the delays regarding his proposed move.
"The reports were clearly a case of the journalist not allowing the facts to get into the way of what he thought was a good story," Downs spokesperson Kabelo Mosito told SuperSport.
"Xulu knew what was happening, and his agent knew what was happening, so to blame Sundowns was disingenuous."
The move came just in time for Xulu as the Russian transfer window slammed shut on Wednesday night, with the player now set to jet off to his new club on Thursday.