Subject to planning approval, the T-Squared Social will open in the Fife town next year.
‘I’m living in reality, I don’t know where he’s living,’ McIlroy said.
McIlroy and Tiger Woods are the only two-time winners of the Tour Championship.
The Swede agreed to be Europe’s captain in March but on Wednesday he was stripped of the role before officially joining the Saudi-backed tour.
Thomas also won the 2017 US PGA at Quail Hollow.
The American made the halfway cut with a shot to spare at Southern Hills, but struggled to a nine-over-par 79 in the third round.
Stenson was one of Bjorn’s 12 players when he led Europe to 2018 glory in Paris.
Phil Mickelson and Lee Westwood are among the players known to have asked for the required release.
Woods last appeared at the Masters while Mickelson has not played since February.
The Dane produced a stunning eagle-birdie finish for the second day running at The Belfry.
The Dane was at a loss for words after securing his first win since 2018.
The Dane holds a three-shot lead on 11 under par.
The tournament host is three shots off the lead at the halfway stage.
Eight birdies during his second round helped move the former Masters champion into a tie for second.
The Olympic gold medallist is dreaming of getting the sport on the national curriculum.