That's not really in their interest -- they have been very good at making the most out of the story, both from a political and personal point of view, so it would be in their interest to claim ownership of anything actually related to the leaked documents. The only reason I can see for covering the fact that there might not be another leaker, is if they (accidentally?) passed on the documents to somebody else and don't want to be legally accountable for that particular transaction. As long as Snowden was the only one moving stuff around, Greenwald and Poitras are mostly in the clear from a legal point of view, they are just reporters; the moment they provide them to third parties, they lose that protected status. However, this would not matter if their aim was just to involve another journalistic outfit like Der Spiegel (unless German law does not provide the same cover to journalism activities as US law), so I can't see why they'd want to have such a charade going on.
I personally find much more likely that there is a second (or even third) leaker but they don't want to put him/her under pressure, as you say.