#2 The story behind the character is really fascinating
The man behind Orange Cassidy is James Cipperly. Debuting in 2004, Cipperly started out as your typical indie wrestler - with all the moonsaults and tope suicidas that come along with it. As talented as he was - he was trained in what has now become known as the CHIKARA Wrestle Factory, back when Chris Hero (NXT UK's Kassius Ohno) and owner Mike Quackenbush were in charge of molding young wrestlers - he was having a hard time standing out from the rest of the pack.
So, he decided to try something different. In fact, you can hear it all in his own words in this short documentary by acclaimed wrestling documentarian Kenny Johnson:
Meet John Cena's dad HERE
There are plenty of wrestlers trying to make it on the indie scene that are extremely talented and athletic but forget about the "entertainment" in "sports entertainment" (some of you may hate that phrase, but at the end of the day, professional wrestling is in business to entertain, after all). Cassidy clearly has the "sports" part down pat - just watch his match from Saturday - but he's been honing the "entertainment" part for a long while now, evolving his character as he goes.