Even Simple Jack (or Forrest Gump if you prefer) would have realized that maybe he should dump all the evidence and not hold on to it as a keep-sake. Bloefeld intelect not required.
... But, yes, arrogance is a fatal flaw in many men so that is as good an explanation as any.
Also, the fact that he was writing or had written a manifesto seems to imply he was planning to make that public in some way. Maybe he had some plan to give it to someone with the evidence at some point.
Of course, there's another explanation...
He had a deeply seated personal grudge.
He was writing a manifesto.
He wasn't getting rid of the evidence.
He wasn't changing his appearance or going into deep hiding.
Sounds to me like he WANTED to be caught. He expected to be caught. He just decided to make the process interesting, to see how much additional drama he could gin up. Because that drama would make people even more interested in him and his "cause."
He's not a false flag operation, he's not a criminal mastermind, he not any of the many things people are saying he is.
He's a slowly evolved zealot who decided to strike a blow for the little people against the wrongs perpetrated by the evil big corporations and their handlers.