Steve Sailer has a theory:
The most reassuring theory I can come up with is that McCain intends to bring back a couple of sixty pound suitcases that the Secret Service will hustle for him through Customs. And soon Obama's big lead in campaign finance will have vanished. And there won't be anymore questions about McCain being too old to have the energy for the job as he starts campaigning 96 hours straight.
Heh. Any other ideas? It struck me as one of the weirdest campaign photo-ops I can recall.