Because he's a total freakshow.
This is what he showed up dressed in to the Baeksang Awards:
Yup. A Korean army uniform. No, he hasn't enlisted back into the army.
He is, however, currently filming a Korean war drama.
I have NO idea why he showed up in uniform though - too busy filming and didn't have time to change? Too cheap/lazy and wanted to save money/time on getting a tux? A bizarre form of promotion? A desire to stand out from the crowd? The voices in his head told him?
You don't see anyone else doing it - Han Hyo Joo didn't show up in a traditional queenly outfit with heavy gold jewelry. Nobody from Chuno attended in rags. Kim Nam Gil didn't come in dented battle armor. Lee Byung Hun didn't show up shirtless with fake blood smeared all over his chest.
So why, SJS, why?
I suppose we should just be glad he wasn't filming a drama involving hosts or cross-dressers.