It's a tradition.
I think it was after he claimed to have ruined some sort of event at his school/college by releasing all the balloons that were spread about campus.
(
Mu Dinofiddler,
Sun 29 Mar 2009, 19:32,
archived)
It was way before that
(
epiphany coming live from sweden,
Sun 29 Mar 2009, 19:51,
archived)