I think G-d is very pleased with this man's faith and sees him as very precious in His sight. I think you are jealous that he has a real relationship with G-d and you don't. That is what I think the problem is here. Misery loves company and you are going to get it even if you have to break through a plastic bag!
- Jeremiah
Maybe his God just loves to see him just through hoops like a trained seal.
My God doesn't get off on having people embarrass themselves for his sake.
Wrapping oneself up in a trash bag is beyond the norm for any religion.
There is absolutely no rational thought that can explain this behavior.