What you say makes a lot of sense. I mean they have done sort of the same thing before (I'm thinking about a gig they did in london (I think) where they got everyone in and then announced that MCR weren't perform but a band called The Black Parade would be). So yeah it is possible that this could be the launch of the next album.
Also, I remember hearing ages ago that there was talk of a full length The Mad Gear and Missile Kid album. Is that still a possibility? I confess that I don't pay attention to everything that gets said or reported so they might have squashed that idea since but it would be a nice tie in for the Killjoys comic that's due in June. Anything is possible I guess.
If this is the end then we'll still have the music and the things that the band helped teach us. If they had never existed then I probably wouldn't be here right now (and that's said without even a hint of melodrama) but, for me, they didn't just save my life they helped teach my how to live. And that will carry on regardless.
Maybe this whole thing is to show us that we can do it without them?