A lot of other people have already said all the other stuff I might be saying here, and I am of the school that says Jo only gets to definitively label something as canon if she's written it into the books, and in any case in my mind Dumbledore and Grindelwald had a relationship in canon since the day I read book 7. I mean, my first reaction to the news was "well, duh!"
But, why exactly do people think JKR said she believes Dumbledore's love for Grindelwald was unrequited?
According to everything I've seen, including
this transcript of the relevant section, JKR didn't say anything about unrequited. She said that Dumbledore's love for Grindelwald was tragic. She said that Grindelwald let Dumbledore down terribly. Well, duh.
Say you're young Albus Dumbledore, and you fall in love with someone amazing and captivating, whose magnetism leads you both down a path of irresponsibility and arrogance that eventually kills your little sister. And then your wonderful, amazing, captivating boyfriend disagrees with you that the death of your sibling is a sign that maybe the two of you need to reassess your level of hubris, and leaves you, and then some years later becomes such a horrifically dark wizard that you're forced to fight him. I'd say that kind of counts as being terribly let down. I'd think that alone qualifies as tragic.
There's a lot we don't see in book 7 about Dumbledore's time with Grindelwald. I see no reason whatsoever to presume that JKR's clarification of her mindset when writing Dumbledore should change any aspect of my reading of that relationship.
Albus Dumbledore and Gellert Grindelwald were fabulously, dizzyingly, destructively and utterly in love. When it ended, it shattered Dumbledore, and his behavior throughout the series bears its marks. Albus Dumbledore's great tragedy is that, after having his heart so unutterably broken, he never did quite learn how to love without hurting the people loved again.
eta:
ursamajor provided this
Newsweek article which I'm assuming is the source of the misperception. Sloppy journalism on Newsweek's part, then, but JKR still didn't say "unrequited" herself.