I suppose if you're narrowly focused on the immediate future (which is understandable, of course) you might not understand why the Pirates would be interested in the Diamondbacks' Didi Gregorius with so many different needs in the rotation and first base. That being said, I'm not 100% sold on Jordy Mercer as a long-term solution at short, and Gregorius has a sterling defensive reputation, speed, and a smidge of upside with his bat beyond what he showed with the Diamondbacks last year (.252/.332/.373 in 103 games/404 plate appearances). He wouldn't be a great hitter, but he'd certainly be a better option than Clint Barmes and it's easy to see how he could be better than Mercer in the long run. Basically, he'd answer the Pirates' shortstop question for the forseeable future in a way that they currently can't answer it. It'd also give some position certainty to Alen Hanson, who probably doesn't belong at shortstop but who's being kept there because the Pirates don't have a better option and need to know if he's capable of playing short in the big leagues.
Of course, it's always hard to know how much stock to put into these sorts of rumors; it's possible that it's at least partially based on last week's talk that the Pirates wanted to trade Jeff Locke (it should take more than Locke to get Gregorius, but big league rotation help is always welcome by everybody, especially questionable GMs like Kevin Towers) and the Bucs' willingness to do so may be different this week based Jameson Taillon's outlook for 2014.
Anyway, for now I think it's an interesting piece of information that the Pirates are looking at shortstops, though I'm not sure it'll go anywhere this spring since there are a few teams more desperate for a shortstop than the Pirates are.