I genuinely wouldn't be surprised if he decided he wanted to stick around for a while. Jericho's one of those super creative guys with tons of ideas in the business, it's well established NJPW allow a ton more creative freedom than the WWE do these days. He also has the advantage that outside of WWE he's still treated as somewhat of a top guy because of his rep, you wouldn't get a singles Jericho/Brock or Jericho/Roman match these days unless it was a squash.
I'm probably the only guy that thinks Jericho will actually win. Him saying this kind of hints that it might happen. Omega has had the belt a while and I think they'll also want to use Jericho at the March USA event. Jericho wins at WK 12 and then loses at March USA event to either Omega in a rematch or some other up and comer. My opinion anyway.
Why are people pencilling in Jericho for Strong Style Evolved? I heard him say directly in an interview that he wouldn't do this if New Japan was an American company. I think the fact that it is in Japan is the only reason he agreed to do it. I don't think he will wrestle in North America for anyone other than WWE.
He could very well face Naito and/or Okada but probably at New Beginning, Sakura Genesis or something. I think he would only do Japan shows for them.
Also, he could just be saying this because a title IS on the line. It would kind of give away the match if he confirmed it as his last as he would be expected to defend the thing if he won it.
Whether or not Jericho's just building hype we'll just have to wait and see. We all know Jericho's a master of his craft so whether he's trolling, legit building for more matches, or hasn't decided and just having fun is just pure speculation. God knows there's no way of knowing what he's doing from what he tweets. He's thrown out misinformation plenty of times just to throw fans off or have a laugh.