I don't think Vince McMahon is being a douche at all, he could be a dick and say "We have a contract, and the Pepsi Center has an obligation under the law to honor the contract"...
If he has a contract with the Pepsi Center and there are no exceptions in the contract saying he would have to move venues under a situation such as this, he doesn't have to move out of the Pepsi Center for the Nuggets or the second coming of Christ.