Bray Wyatt has Asperger's, and he doesn't understand that other people don't know what he's thinking. So he thinks he's delivering an intriguing and deep story, when in reality nobody has any idea what the fuck is going on, since 90 percent of it is in Bray's head
Or more likely he just knows that he can slowly milk this bullshit and not have matches for like four months, and people will still buy his merch for minimal work