The latest speculation (Daily Mail) suggests that Captain Shah was behind this, given his political obsessions, sympathy for the Malayan opposition leader whom he'd just watched being jailed, along with a picture of him wearing a tee shirt with the slogan "Democracy is Dead." Oh, and he has a home simulator. Let's go along with this for a moment.
He's secured the flight deck, turned off the transponder(s), and turned off the pax oxygen rendering passengers harmless or dead. Now what? He has the fuel, and is now in a position to aim his ship and do something somewhere to shock the world, as happened on 9/11. So should he fly to the Northwest, or Southwest, and land the plane, and then do it? No sense in that. The time is now. But he doesn't do it . . .
Which is where the theory falls down. We are all theorists now. Every one of us, governments and people. An answer had better be forthcoming eventually, because it is driving us nuts. The only people made happy are Hollywood screen-writers, free to write a bunch of stories to fanciful conclusions.
The theory does not fall down. Maybe he did not manage to complete whatever the plan was. Or he did not had a precise plan at all. Maybe someone was able to enter the cockpit and a struggle ensued, crashing the airplan. Or it flew a long way with nobody at the controls. We just don't know. What we know, with much probability, is that this has been caused by intentional actions, unfortunately both pilots are prime suspects.