That's the only picture I've seen of Alf with a Fez. Usually he just looks like a normal Mudokon. Perhaps Oddworld created this picture to order to make him look smart and sophisticated when he is answering Dear Alf. You don't exactly see him with a pipe other times either.
"If that's so, I shall draw you into the darkness. Into the nightmare that forever deprives you of light, from which you can never awaken." ~ Sephiroth, Kingdom Hearts
Obsessed with J.J. Abrams!!! <3
Creator of Cloverfield, Lost, Alias and Fringe ... he's just too awesome!