Publishing fishing expedition stories is irresponsible journalism. Bloomberg is a market-influencing outlet: printing unsubstantiated rumor is unethical, especially given their influence.
It's not a fishing exhibition if you have a bunch of sources from different directions all corroborating the story.
The story is so explosive that I find it very difficult to believe that Bloomberg isn't on very solid ground.
Nevertheless, getting hold of irrefutable physical evidence may be very difficult. By breaking the story, they now have lots of people now looking for that evidence.
In addition, they may now have enough cover to be able to actually present evidence in their possession and claim that it came from an outside source in order to protect their sources.
There is no good reason for Bloomberg to lie about this as it will significantly damage their reputation and bottom line if proven false.
Now, that doesn't mean that Bloomberg wasn't the target of an operation and was given planted, false information to trace leaks. However, as this has been in the playbook very recently, I would expect the press to be on guard for this.