I've never met someone wearing a comedian's t-shirt who was actually anywhere near as funny as that person. It's not like I'm saying you have to be funny to wear a t-shirt with a comedian on it, but if you show up on stage at an open mic with Bill Murray on your shirt, I'm tuning out. It's like saying "I'm going to do a few jokes for you, but also remember this guy on my chest who is way funnier than me?" That's why when I do stand up I wear a shirt with Hitler on it. Everyone knows that I'M the funny guy.
Bill Murray is known for his wild antics in public, like showing up to guest bartend at a bar or being best man in a stranger's wedding (I'm just assuming that one is true). Basically, he's a super nice guy, so I bet he loved this photo opportunity with a fan.