As far as my personal theory goes I have two pieces of evidence in my favor: Every instance of his apperance that I can find involved both a random character generator, and the laws of probability going right out the window.
The implications of this same person appearing in (no particular order) Dark Heresy, Rogue Trader, Shadowrun, Exalted, Old AND New Worlds of Darkness, Deadlands, Call of Cthulhu, Delta Green, DRYH, Star Wars, MAID, six different GURPS games, D&D (Faerun, Ebberon, Dark Sun, Spell Jammer, and at least two homebrew settings), Fantasy Craft, Spy Craft, and about six different homebrew games?
Fucked if I know.
Not sure I want to.
A friend of mine once pointed out that if we swapped the couch out for a phone-booth, he would bare an uncanny resemblance to The Doctor.
I'd rather not think on that possibility too hard.