Anzalone said he'll still attend games, just not wearing the helmet or to lead cheers on the stadium Jumbotron. He has been a Jets fan since 1975. The team has failed to win a Super Bowl during that time (its only championship came in 1968).
He's still going to games, just not as a mascot. I think the Jets fans, much like it was in Broncos Country during ugly stretches, break into factions to the point where his having a Sanchez jersey got over-politicized (he said that people were accusing him of being on the official Jets payroll because of his Sanchez support).
Granted, the guy does seem to like attention, but if he's honestly troubled by the way Jets fans are turning on each other at games, I can see why he might use his platform to make a statement. If they're lucky, Sanchize and Tebowmania could both be out of town by next year. How long the Jets roll with the Rex circus remains to be seen.