That is a good question, he has a lot of lower class tastes (like his affinity for McDonalds, and professional wrestling). Unfortunately, I don't have an answer. My only guess is that he must have liked "poor people food" as an acquired taste growing up, rather than eating caviar.

I wonder if it has something to do with the culture of New York City that always kind of celebrated the "working class" nature of the city where even Wall Street Bankers would still go to food stands and food trucks to get lunch.