The Rockette thing was in good fun and at least stayed true to his NY heritage. I guarantee some of the RedSox faithful on this site will agree, when they saw him in the Redsox hat, he lost a lot of his "panache".
I know my immediate reaction was "WHAT the f%$k is he thinking?"... Most of my friends here in Texas don't get the Yanks/RedSox thing... as they try to tell me the Astros have the same deal with someone... (I laugh).