Could be a work #3.: He's been used in all kinds of storylines
Perhaps the most compelling argument for Dean Ambrose's leaving being all a work is that he has participated in some of the strangest, non-sequitur pro wrestling storylines of all time.
At one point, early after The Shield disbanded, Dean was forced to see a psychiatrist...of course, it being WWE, cameras were on hand to view something that is supposedly protected by doctor-patient confidentiality. Dean Ambrose worked hard, and the segment clicked, but it was still rather unconventional.
Then there was Dean Ambrose's strange, nonsensical feud with Bray Wyatt. Fans to this day speak of their disappointment because on paper such a pairing should have been pure magic. Alas, crazy plus crazy equalled a mess.
And let's not forget the time Dean Ambrose was a germaphobe, which is a rather inconvenient malady for a pro wrestler who has to get up close and personal with his opponent's sweat!
WWE obviously thinks Dean has a lot of range, and that might be why his announced departure might be an elaborate storyline too.