The 35-year-old striker has been included in Pirates' African Champions League team, despite the fact that his contract will run out at the end of the current season.
According to Fifa rules, Benni is entitled to hold discussions with any team during the January transfer window.
READ: Benni mum on future
However, Pirates have stepped up their efforts to persuade Bafana Bafana's all-time goal scorer not to jump ship.
"The talks with Benni are taking place at a higher level and the best person who can really say whether or not he will remain with Pirates is the player himself," Pirates spokesperson Mickey Modisane tells KickOff.com.
"Benni is part of our Champions League team and he is still our player. There is really nothing further I can say," adds Modisane.
McCarthy's business manager, Rob Moore, has been quoted by the local media confirming that USA or China might be the next destination for the player.