Scotland internationals Scott MacLeod and Nikki Walker have both recently announced deals with Welsh clubs for next season.
National head coach Frank Hadden has voiced a desire to see his squad remain in Scotland but the loss of the Border Reivers pair has been tempered by the arrival of prop Gavin Kerr from Leeds.
McKie said: "We are keen to retain our players in Scotland because Frank feels that unity and communication is lost if players move away, however, it is still not the end of the world if they do.
"Scott MacLeod, for example, was a loss to the Borders and Scotland and Frank Hadden intervened but, unfortunately, to no avail."
McKie added: "The process of player contracts started when the three pro-team coaches, Frank Hadden and I met in December to benchmark players into four categories.
"We identified them as "A" players critical to pro-team and national team, "B" players who are very important to pro-team and in the national squad, "C" a key pro-team player and "D" a peripheral pro-team player.
"We wanted to conclude negotiations much earlier than last year, but, year-on-year, we are still ahead of the game.
"We tried to tie up as many A-grade players by the end of January, so they were not distracted through the RBS 6 Nations campaign."
But McKie dismissed suggestions Edinburgh Gunners received significantly more financial assistance from the governing body than Glasgow or the Borders.
He said: "The talk of Edinburgh Gunners having a much larger budget than Glasgow Warriors and Border Reivers is, quite frankly, a myth.
"Four million pounds to £5million is the net expenditure for all three pro-teams taking into account players' wages, support staff, their venue and all other overheads.
"There is only a gap of around £125,000 to £150,000 between the player budgets of Edinburgh Gunners and Border Reivers. Glasgow are in between the two."