I'm just going to borrow a few coins from the exchange to pay for my mansion filled with prostitutes.
I will repay those coins with the income the exchange makes next year.
Don't worry.
You can trust me.
Nobody can actually make money doing this unless they've already decided that what they're doing is going to be outright fly-by-night theft. And the risk/reward for doing something like this is irrational in comparison to the reward for actually running the exchange business.
Saying that this could possibly be going on is tantamount to saying that btc-e does not intend to actually operate, and that kind of claim needs a lot more evidence than just cynical bush-league allegations on the basis of 100% conjecture.