I totally agree that there is something off about DMs internal wiring. I've posted before about how MS is the person who seems more normally connected to the gravity of the situation he finds himself in, while thrill seeking DM seems to revel in the big lie (might as well accuse me of going to the moon!) and exaggerated courtroom thespian routines. Sociopaths don't process fear in the same way and they often seek stimulation through risk and can't resist leaving little trophy fingerprints they think only they can see . Like Millard's use of the fake but not too fake 'Evan'. Like calling WM, who he is accused of murdering with a gunshot to the eye, a "man of vision" at the end of his obit - followed by the striking title case on "Yet to Be Realized". Like the Steam avatar.
So yes, thrill seeking and risk seem to drive this guy, but there is still a basic self-preservation with people like him. They don't want to get caught and take effective steps to avoid it. DM was plucked out of the mass of humanity that makes up the Golden Horseshoe in four days by police. Four days. Almost a quarter of the population of this entire country lives in a tiny band around the west end of Lake Ontario, and they found him. They found him because he was utterly unprepared to get away with murder.