Alex Jones is a talented and successful media personality. This is not an endorsement of his general behavior or of the content of his shows, just an analysis of his success. Lawsuits aside he has made himself extremely rich by producing and presenting Radio and TV, and selling a lot of merchandise on the back of that.
As a media personality, I'm sure that everything he does in front of a camera is carefully considered to project the right image to his fans. Unless a documentary is capturing this behavior entirely secretly, he's doing this for the camera and the people that love him and support him by watching and buying his product.
So, the short answer is: This is behavior that he wants to project to his fans. He thinks they will admire him, or find it funny.