That would be a mistake. Don't just throw your sources to the wolves if you couldn't prove their story.
They should press their sources for proof, or stronger evidence. If they can't find any then they should issue a retraction.
But if what was reported was actually true the best thing that can happen now, for Bloomberg and the public, is for their sources to step forward voluntarily with proof.
Admittedly, that will take a lot of courage in today's political climate, but if it's not all just bullshit, highly principled people may do it.
What I would like to know is what the Bloomberg reporters expected would happen as a result of this story?? Did they think Supermicro and Apple would just admit it? Then what?
Sometimes the reason for reporting evidence you have is to motivate other people to display evidence they have but don't know was interesting or useful until they saw your story. That's why so often a single public allegation leads to an avalanche of similar allegations.
(Waves hands and puts on tinfoil hat)
Check mate, atheists.
But who is, John Doe who dies on a grenade?
This could happen, for example, with a tabletop exercise. I know the military does these, so it's not unlikely the CIA does them too. The CIA dreamt up a scenario where a US company's hardware was compromised by China, and simulated their response for training. Since it's just an exercise, it obviously wasn't as secret, so employees would have probably not feared to talk about it loudly at e.g. lunch break. Someone overhears, it, runs to bloomberg and we have the situation we have now.
Not the only scenario, but something along these lines is my theory.
At this point I wonder if they should stop protecting their sources on this story and see if that shakes out any truth.
The problem with that is of course that it erodes trust for future sources, and potentially puts these sources at personal risk. But if not doing so starts putting the entire publication into question, that might be a risk they have to take.