It might be a BS story, but is far less likely that only one copy of anything digital exists. I can't see any situation in the game development world that would be likely result in only one copy of something. Its just not logical. They don't make the things one at a time like swords or something. There are going to be all sorts of copies in various states of development both on the hard drive of the dev machines (probably a half dozen of those were used) and on CD for testers to play, employees might have taken it home to test on their kids, magazine promo copies, on and on.
This reminds of a guy that paid something like $1100 for what was supposedly the only existing retail copy of The KLF's "Love Trance" 12" (Pure Trance volume 3). For ages it was possible to get the sleeves and labels but it was never pressed, and in fact nobody had ever even heard the song before, not even on a white label.
Virtually everyone on the mailing list at the time thought it was fake. Its not that the song didn't sound like KLF (it sorta did) the track on the record had been circulating through the internet for years, and its validity was disputed and the logistics just didn't make sense. Why would there be only one retail copy of something from a duo that had such a history of releasing DJ promos etc? Since the band dissolved its been possible to find a artistic trail for virtually everything they produced in the form of promos (some print runs as low as 12), previous takes, etc including all sorts of unreleased stuff. But this supposedly legitimate copy of Love Trance kind of exists in a vacuum.
The guy who payed a grand for it wanted it to be special and real, but that doesn't make it so. Think of all the stories from the eBay sellers that say that Sapphire was only for sale at some show, or that only so many copies were made (some number they'll quote, when in reality I'm not sure anyone knows). Then think of the Care4Data releases...how much did the first one go for?