How 'bout this slant: The Greek has no punctuations, so what if the "I am Christ" would have NOT been in double quotes. In other words, could Jesus have been saying:
For many shall come in my name, saying I am Christ; and shall deceive many.
Suggested interpretation: Many shall come, and although they will confess that I, Jesus, am indeed the Christ, nevertheless, despite their confession of me, they will deceive many.