1) The virus spreads to everybody, not a selected target group

2) The virus doesn't propagate that well for a virus--you have to get a pretty solid bolus directly via droplets. So, it mostly spreads by people being stupid--not wearing masks and attending large groups. Admittedly, that's a much larger group than I would have ever predicted, but I always underestimate human stupidity.

3) The virus isn't particularly fatal but also doesn't have an easy treatment. If it were engineered, you would want some easy way of treating it for your own important populace.

4) Coronavirii mutate quickly enough that you would eventually lose control of it in the wild.

If you really want to go down the conspiracy theory route, a much better theory would be that it was a virus that was being researched that escaped by an "Oops."