There's the player whose imagination just naturally gravitates toward odd things. And there's the GM who probably conceived of the campaign with a specific type of PC in mind and now has to decide whether or not to include that something weird. If a player really is doing this to get a mechanical advantage, then by all means restrict character possibilities. Not all players think that way, though. So what if it offends your sense of aesthetics.
Some people just have weird imaginations that gravitate toward strange concepts.
Having a strange character in the party can be a source of interesting and unusual plots. If you really feel that you can't GM for that mix of characters, then talk to the player. Maybe the two of you can come up with a compromise, so that he can play something that intrigues him yet fits into what you'd like to GM for. Stop and think for a minute first, though. If the latter, remember that your players are here to have fun too, not just you.