Unless I missed something, the Saints still have all of their coaches under contract. Only DA was released. If I were the Saints I'd let coaches interview for lateral moves, but I wouldn't release them from their contracts until I find out if the new head coach wants to keep any of the coaches still under contract.
As far as I know, the Saints have only given Kubiak permission to interview for a lateral move, that doesn't mean they will necessarily release him from his contract.