I bet that there's a lot of Independents more conservative than a lot of RINO’s.
Anyway, he's a business guy. If he does run, I bet saying he would consider running as an independent at this stage is just to get the GOP to take him seriously and include him because he has the power to wreck the election for them if they don't,
This sounds plausible to me.
I also think this is what is going on. It is a wake-up call to the GOP and the public. Better focus on the main problem that NEEDS to be fixed, the economy, and we better select a candidate who has the what it takes to fix it. If we don't, nothing else will matter.