Sometimes clowns impersonate dieties in world gen and take over random civs, becoming leaders or other various positions of power. It's a normal diplomat for all intents and purposes, it just happens to be a clown. Just a little quirk, kind of neat actually. He's STILL a clown, though, so attack him at your own risk. Otherwise, I'd just let him be.
On the bright side, atleast you don't have to worry about a random ambush taking him out. He'd probably eat their bones for lunch.