My theory is that Rick and Evil Morty are working together to break into time prison for some heist which will become a plot twist at some point this season.  
  
Now that I have your attention, let me make my case

For this I'll start with boring meta reasons. 

**First,**

Usually the important canon episodes are episode 10 for the season finale or episode 5/6 for mid season canon. Episode 1 only when it is resolving the previous season finale.  
  
Multi episode plot twist wouldn't work for episode 10, since it wouldn't matter as much a year later, and wouldn't work on episode 5/6 because then the reveal would have to be on 9th or 10th, and would make all the canon episodes about Evil Morty.

  
In episode one, it leaves enough room for a big reveal in episode 5/6 while leaving episode 10 free for other stories. It's the only episode in the season where it fits in nicely for a multi episode plot twist.



**Second,** the writers already played with this idea, of a multi episode plot twist, in episode 6x10 "Ricktional Mortpoon's Rickmas Mortcation" when it's revealed that the Rick in episode 6x09 was actually a clone for most of the episode.  


**Third,** big plot twists are only fun to write if you leave little clues here and there for the fans to find and to look back and say "Duh, it makes perfect sense! How did I not see it before." so for the next points...

  
**Plot reasons**

**First,**   
  
Good writing will always answer one question, "what does this character wants?" In the case of Evil Morty it has been clear, he wants to be "left alone".

In episode 7x05, after Rick kills Rick Prime, Morty and Evil Morty share this conversation:

  
 \- Rick: "Just fuck off"

 \- Evil Morty: "I'm gonna, just don't force me to improve on the design \[of the Omega device\]."

 \[ ... \]

 \- Morty: "Why not just do it \[use the Omega device\]?"

 \- Evil Morty: "**Because using a weapon like this doesn't get you left alone**, Morty, you think I want a bunch of vengeful Summers coming after me?

  
Episode 9x01 begins with a complete contradiction of what they established.   
  
He built the Omega device, is threatening to use it and he is seeking others to black-mail. He is acting in the oposite of what was established as his "wants".



**Second,**

Evil Morty, what does he want from Rick?  Does he want Rick to give him something? To do something for him? No! He wants Rick to help him stop the Collective who will start destroying the universes inside the Central Finite Curve.

That doesn't sound very evil.

But you may think that he is doing this just to save his ass, however, the script in S9x01:

 \- Evil Morty: "At some point it will **reach the Central Finite Curve**, then it will be our problem".  


The entire point of episode 5x10 was the Evil Morty would \*LEAVE\* the Central Finite Curve 

 \- Evil Morty: "And I'm leaving it \[Central Finite Curve\], it's what makes me evil. Being sick of him \[Rick\]".  
  
  
Evil Morty is already outside the Central Finite Curve, as far as we know it's not his problem at all.

  
Also remember in episode 7x05, Rick dies in the fight against Rick Prime, it's Evil Morty that goes out of his way to bring him back to life. Even gives him Rick Prime server on a silver plater.  


Evil Morty is NOT Evil. He is... complicated, callous, cold, but not evil.



**Third,**

Of all the ways The battle could have concluded, it ends with Time Cops and Evil Morty going to Time Cops Prison/Jail.

Time Cops and The Observers (S7x06) are the only two canon beings/creatures that could look into the past. Therefore they would require a set up for any kind of heist. It would require acting!  


(Okay, the observers can't "look into the past" but they are looking into eveything so they would similarly require a setup for any kind of heist).

  
Mirroring episode 2x10 and 3x01, where Rick needs a long setup to get himself into jail to execute his masterplan.



**Fourth,**

 \- Morty: "And you two defend the Central Finite Curve together? Since when do you care about anything?"

 \- Evil Morty: "I don't. That's why I make him do it."

Then the next few minites of the episode are in direct contradiction of the line above, Evil Morty is fully involved with taking down the collective, and is working WITH Rick not "making Rick do it".

Also, again, "Evil Morty" clearly being established as not evil at all. 

  


With all the above in mind, the final lines hits different:

  
 \- Rick: "**Sorry.... Morty made it weird.**"

 \- Evil Morty: "We were never a thing."

 \- Rick: "Uh-huh. Enjoy prison, fucker!"  


It makes no sense why Rick would apologise for Morty making all those comments about Evil Morty having feelings for him.

However, if both of them were still working together on the heist, then it would make perfect sense. 

  


Some extra dialogue, which could be foreshadowing:

  
 **-** Evil Morty: "**Although getting captured kind of worked out. I didn't mind it.**"



 \- Evil Morty: "Here we go. Two Milkshakes for the two kinds of Mortys: The ones that does whatever he wants and the one who sucks my gradpa's dick. You know what, I'll drink both milkshakes."

I believe Rick and Evil Morty were conspiring together to get into time prison