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.
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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.