After hearing all the Malk lines through the game (unmodded), I'm on the "it's Caine" side.
He's gotta be somewhere, why not LA? Besides, after 6,000 years, the guy's probably pretty bored out of his mind. Starting up something like this and then being in the front row (driving the cab) to see the end of it seems right.
For another analogy: In the D&D world "Forgotten Realms", there's a group of liches who manipulate half the noble "houses" in a large city and leave the other half alone. Why? Simply because they're bored and it gives them something to do (the fact that the lives of mere mortals mean absolutely nothing to them doesn't hurt either).
In any case, whoever it was saw this coming from a long way off...