Welcoming collaboration in a cover letter
As a general rule, I use: If something might come across as too direct or even threatening, package it with a positive example.
In this case, that means to first mention existing and well-working collaborations which you (and your current collaborators) wish to keep up, even if you changed your position. In the best case, some of your current collaborators would be your references and would mention the same in their LOR. 

Packaged with this information, mention that you look forward to building new collaborations as well. Keep this general, so nobody will feel forced into anything (and you do not force yourself into anything blindly). But definitely, mention the current collaborations specifically (that should only flatter your collaborators and serves as a nice example those collaborations do exist and are not one-sided.)