Yes, I do think it is all ego.
“I didn’t know the president,” Trump said. “There was nobody to collude with. There was no collusion with the campaign.”
Link
He, himself, is ALL he can see; that's it. Since he, personally, didn't collude then, OF COURSE, his campaign didn't. I do think he believes that because his ego simply won't let him entertain any other scenario.
That said, I do agree that his past dealings with the Russian oligarchs probably includes a lot of illegal actions. In fact, I suspect that many of them [the Russians]are hoping nothing comes of the Mueller investigation because if they are charged/indicted, they face the possibility of having their assets in the USA (and elsewhere?) seized and maybe even the possibility of not getting any repayments from Dump as HIS assets are frozen. They may be sweating Mueller as much as Dump himself.