Romney had Fireworks Planned in Boston.

[useful idiot]

Why was he so delusional about his chances?

Because he only lost by 2% nationally, less than 2% in Ohio, and underestimated the opposition's turnout machine? He lost badly in the electoral college, but he wasn't Dole/Mondale/Dukakis/McCain etc, where the outcome was almost certain. If the numbers he was getting pointed to it being that close in Ohio and nationally then he had more reason to think he would win than Kerry did in 2004.

And as Tmth said, why would he not be prepared at all in case of a victory?

[useful idiot]

Why was he so delusional about his chances?

Because he only lost by 2% nationally, less than 2% in Ohio, and underestimated the opposition's turnout machine?

Remember: Obama could have lost Florida, Virginia, and Ohio - and still he would have won.

What's at issue here is his expectation, and they had every reason to expect that if they won FL, OH, VA and nationally, that they would win somewhere else.

Again, this isn't a case where he was coming up with decoration ideas for the Oval Office, its a planned victory party in case he won, which was certainly not outside of the realm of possibility.