The man testified before a congressional committee in 1978 about why he was there that day holding his umbrella up - it was a protest at the appeasement policies of JFK's father Joseph Kennedy when he was ambassador to the court of St James in 1938-39. It was reference to Neville Chamberlain's umbrella. Morris thinks the testimony is "just whacky enough to be true" and he believes it is.
Bottom line? You can never, on your own, think up all the non-sinister reasons for a peculiar fact.