Someone asked for speculation. Here's my ten pennyworth.
Rumours are rife that Fossett led a double life, had money problems, etc.
Hypothesis: Fossett baled out and left the aircraft to its own devices to crash. He had carefully left some semblance of evidence, ie licences, etc, to suggest an accident. Then with the help of an accomplice, was picked up in some remote location and was whisked away to an unknown destination.
Jack