Khune, who is in the final year of his contract, has yet to commit his future to Amakhosi after making his return from a long-standing ankle injury in February.
And with Brilliant Khuzwayo emerging as a reliable back-up in his absence, Khune's first-team berth is by no means guaranteed.
As such, the 27-year-old has this season been linked with Orlando Pirates and Mamelodi Sundowns.
"Well, nowadays football is a business, football is a career for footballers," Setlhodi told Goal.
"Agents control players when it comes to negotiations, because they know there's a certain percentage they will be getting out of a deal.
"So, in most cases it's all about money when it comes to contract renewals."
He added: "One thing Itu must do when he considers his options, he needs to assess his chances of game-time wherever he might consider moving to.
"I don't think it would be wise for him to play locally if he's to leave Chiefs. We all know that there are only two clubs which are close to being as big as Chiefs, and that's Pirates and Sundowns.
"He has achieved almost everything with Chiefs locally. So, what's there to achieve at these other two clubs?
"However, It would be good for Itu to move abroad. For me, he should either move abroad if there's a offer or stay at Chiefs."