If it is a choice between being humiliated by losing primaries or dropping out, his ego may demand it.
I think it's an unlikely but possible scenario. Consider something like this:
Trump is polling poorly against a small field of credible challengers, and has refused to debate. Trump loyalists have tried and failed to cancel or otherwise interfere with primaries to Trump's benefit.
Trump comes in a dismal 2nd place in Iowa, and immediately goes off on the "anti-Trump GOP ESTABLISHMENT in league with DEMOCRATS, who didn't have ANY Iowa cacuses so that their voters could vote against Your Favorite President, RIGGED Iowa". His campaign sues, but the lawsuit is unceremoniously tossed.
Internal polling by the Trump campaign suggests he's headed for an even worse defeat in NH, where he mjght not even place second, and cannot expect to do better than second NV or SC either. Attempts to threaten the RNC and pre-emptive lawsuits also fail.
Trump announces that he is withdrawing from the RIGGED GOP primaries, announcing some sort of indepedent campaign to SAVE AMERICA. Whether a serious third-party challenge, or just pure grift, or even just a face-saving lie technically counts as "dropping out" I do not know, but it seems at least possible to me.
