(TKO's Theory #2)
"...It's kindda funny, it's kindda sad, but all of them gave it their best shot. And tonight, I promise, I'll give it mine," said David...and that was the LAST thin he said. Coincidence? I think not. Allow me to ellaborate:
David finishes his monologue. Cue lights and play vintage video of people trying to fly. But where's David at this point of the routine? This, ladies and gentlemen, is when David goes backstage, and prepares himself for the Flying illusion.
How does he prepare, you ask? By inhaling 5 tanks of helium. That's right. Helium. Enough helium to make the man float into the air. Notice how he doesn't ever talk again after the monologue, now you know why...how silly would he sound with that much helium in him? He'd sound like the Disney Chip n Dale chipmunks!
So the routine goes on, he floats around on stage for a bit, then floats off with Icarus as the curtains close. He goes and spits out most of the helium, and walks out again to greet a standing ovation, blah blah blah, then end.
Simple as that.