Why are we so sure there's actually an ARG?

Trent specifically stated re: NTAE that it was an EP because "it was the proper length to tell that story". The Year Zero references in the video for This Isn't the Place certainly has elements from YZ, but seems more as a reference to the story and to the political state of the phrase "add violence" which mirrors the climate of today's society. The fact they thanked folks from 42 entertainment might have been a tip of the hat to the ARG for YZ and it's included references in the video. Other than the hand coming out of the screen reference (which is a stretch, imo - no pun intended) in the video for Less Than, has there been any real concrete evidence of an ARG? Anything found at the concert?

Just wondering if anyone shares my doubts.