The "sickos" thing started when Collision was being preempted to very late, like midnight, because of the NBA, and there were memes about how it was an episode "for the sickos", as in, only the people who really, really wanted to watch it would stay up that late and Khan acknowledged those memes with a tweet thanking "the sickos" for staying up late to watch.
Then it just kinda continued from there, with Collision being the show "for the sickos". Near as I can tell at this point it just means hardcore fans that like wrestling for wrestling's sake.