If I understand you're saying other governments are afraid some government created this? Not sure if you're saying US or specific country.   It's an interesting thought but my problem with it is it's too complicated.  Too many people would have to be involved, how was it funded? was the central bank of that country involved? 

A much simpler explanation is that some cypher punk or 2 or 3 put together ideas and technology in a way nobody thought of.

Now if you were to say a government captured Satoshi at some point after he released it and is now holding him and/or his private keys, seems more plausible.  Guess the question is if other governments think these theories are true why not say it?