The history of the last several decades suggests that running for president on an independent line is a sure recipe for losing.
Why should he worry about the Republican primaries when, at least for now, he is the leading candidate? It's still too early to say what will happen a year from now, but it would be politically stupid for him to declare himself an independent or suggest anything of the kind now, to say the least.
I understand your point about "history," but I would suggest that running as an independent in a three-way race -- especially if it's against a weak Republican and a divisive Democrat with a lot of baggage -- might be his only chance at winning the White House.