Can't help feeling that 'go' in 'go figure' is an imperative form. UD seems to support that view:
" Go figure 42 up, 126 down When you are talking to someone and they don't understand what you're talking about. Or they don't know what you're talking about. You are entitled to tell them to "go figure". Josh: You should go listen to the White Stripes Amy: the Who? Josh: Go figure! " LoL!