Private security footage could have caught him disposing, someone could have witnessess and grabbed another photo of him using his their cell phone. He could be worried about finger prints on the gun or other biological clues. And if a ghost gun is so untraceable, keeping it after a crime shouldn't be proof, because how do you prove it was this ghost gun used in the crime? He could claim he just keeps it for self defense or was interested in how far 3D printed tech has come

He could be planning another assassination or desire to keep the weapon for self defense purposes. I think you are downplaying the parannoia that would come with such a large scale manhunt accompanied with becoming an internet meme spreading your photo and awareness of your act over night. Paranoia makes you constantly think "but what if?" And that paranoia is even stronger in an extreme circumstance like this.

The fact is, we may never know why he kept it.