We hear about those sorts of personality traits all the time with scummy megepastors and politicians. Moreover, I don't tend to trust people who constantly engage in self-promotion.
I also don't like the way he came to Colorado and promptly took a dump on the existing roster. Granted, results are results so far, but it left a bad taste in my mouth.
As far as what sorts of unethical/immoral/illegal conduct could be involved? As I said, it's just a feeling. I want to be wrong, and maybe he turns out to be squeaky clean, but it's just a feeling that something feels off to me.