Too many people prefer to think of Gavin Andresen as a complete idiot easy to fool with some stupid tricks or even a fraud one can buy, rather than to accept Craig Wright as Satoshi Nakamoto. They also think about Craig Wright as a complete idiot who gives false proof easily debunked in a matter of a few hours, when he never ever stated that his discussion of "Key Verification" was a proof of anything.
So if he is who he claims, which is something I don't know, then he has good reasons to try to proof it far beyond a signed message. The signed message, if it appears, won't settle things for him. Many people will just say he had the keys stolen.