He taunts us. He dares us to vote him off as he knows that he is invinceable. It kind of reminds me when Bill Murray's character in Groundhog Day realizes since his day keeps repeating everyday there are no real consequences. Sanjaya's fauxhawk is Bill Murray stealing the Groundhog and driving angry to their demise. Of course, this is just snarky speculation. He is most likely a clueless teen, who is led to believe that America loves him. The fauxhawk may just him being silly -- thinking it would be cool.
What is not cool is the whole anti-Indian vibe I have been seeing around the net, and sometimes people think he is Iranian. Let's stick to the plain fact that this person just can't sing, and needs to be voted off. Now.