Like think about it like this, maybe every Christmas he takes a break as a hitman and decides to rob mall’s disguised as Santa Clause, and he pretends to be an alcoholic and drunk as part of the act, he never actually was drunk or drinking alcohol, it was non-alcoholic and all part of a play to trick people into thinking he’s someone else, he even acts like Malvo with the way he talks to kids and other people, and he even pretends to be interested in sex when Malvo himself clearly isn’t, before you insult me, think about it! it’s genius! Who’s gonna believe “Oh there’s this Hitman guy Loren Malvo, I think he might be the same guy as the alcoholic santa that robs malls with his midget elf friend.”, see? it’s genius, that’s why the cops in Fargo never belief anything the other cops say! Boom, I just cracked the case, we all know who Malvo actually is now.