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!

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