The first part of your scenario — where a malicious Seller can screw an honest Buyer without losing much — is a legitimate concern. As far as we can tell, it’s the weakest point in the game theory, although it’s hard to say whether/how/when this weakness will become relevant.

But the rest of it seems like a variant of the old “the whales” argument, where whales for some reason can do irrational money destroying things that others cannot get away with.

Also, burning DAI doesn’t “drive up the peg” so mechanically as you imply. Burned DAI behaves just like DAI that someone saves and doesn’t move — both are off of the market (in the former case, it’s permanent). The price (or peg) of some asset only directly responds to buying and selling, not to whether we call a chunk of inert money “burned”, “saved”, “lost”, etc.