Egocentric bias occurs when people claim more responsibility for themselves for the results of a joint action than an outside observer would credit them.
Besides simply claiming credit for positive outcomes, which might simply be self-serving bias, people exhibiting egocentric bias also cite themselves as overly responsible for negative outcomes of group behavior as well (however this last attribute would seem to be lacking in megalomania).
This may be because our own actions are more “available” to us than the actions of others.