Both those teams apparently had interest in him before he wound up signing with the Chicago Bears, who waived him on Monday.
This same article also says that the Bears cut Gholston yesterday because he struggled to adapt to the 4-3 Tampa-2 defense they use. The Colts run a similar system.
I don't doubt that Indy had interest in Gholston after the Jets cut him loose, but if he struggled to play well in Chicago's Tampa-2, why would the Colts think he's going to magically 'get it' with their version of the Tampa-2?
Also, what position will he play. At 6'3, 260 pounds, he's ideally suited for DE. Gholston's problem is that despite his build and his speed, he just isn't very 'football smart.' With Dwight Freeney and Robert Mathis on the roster, and with new additions Jamaal Anderson and Tyler Brayton playing well, it seems unlikely the Colts would seriously go after Gholston.
But, you never know.