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He originaly created it on his trip to america, maybe to make himself more popular with US audiences.
The gimmick became popular enough were he breaks it out once and a while. Only for one-night deals tho. Rarely any long stretches as Muta.
If you're looking for storyline reason, don't bother. There really aren't storylines in Japan. Rivalries and factions are as close as they come to having the drama of us feds.
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