It's really not that much of a conspiracy theory, even. Michael Moore will frame it that way because he deals in them and he'd also like to promote his own brand.
But we know Trump has no particular adherence to Republican orthodoxy. We know he likes winning, and the Trump brand, and that his entire campaign has been a stream of aggressive bluster aimed at insisting his brand was Great.
Does he really respect this process enough to quietly concede? Does he really value America enough to spare its political institutions from chaos, or would he see a chaotic withdrawal as simply a useful way to keep his alpha dog status amid defeat? We should at least expect that with him, all options are on the table.