Because LeBron is super passive-aggressive, and this was his way of telling the world, the Heat cannot win without him.
There was a tweet today from probasketballdraft that at halftime, courtside, one of LeBron's boys said he didn't like all of the backlash after game 3.
His passive-aggressive nature is to turn into a shell and watch his teammates struggle without his help. In his mind he's teaching them a lesson.
In Chicago, all anyone did was mention he was playing the best playoff series of his career. Against Dallas he is LeRobin and someone who doesn't want the ball. He's showing the world, inclusing his teammates, what it actually looks like when he gives no effort.
And he did the same thing to the Cavs in game 5 last year.