I read that Romney didn't make the pivot to the center earlier because he needed money, and so only pivoted to the center at the debates. Remember hearing that the right would support him no matter what he said because he jumped in the polls after the first debate? The move was highly calculated.
I believe his team kept the donors in the dark, making them believe he thought he was winning, despite the polls, because he needed the money to keep flowing. Saving he was shellshocked allows him to continue the falsehood he thought he was winning/would win.