He's a high-functioning Aspie. You must have seen Aspies before, especially if you are a mathematician or physicist.
And what is he thinking? I suspect it's partly "I know better than all these idiots around me" and partly "I don't understand what's going on." The latter being because he probably doesn't understand many social signals. Which is why he's exactly the wrong person to be in charge of privacy...privacy might not be something he will intuitively grasp.
He certainly doesn't understand the social signals he's getting when people look at that haircut.
Zuckerberg an Aspie? I'd say he's a talented programmer, clever businessman (though he possibly has good and trusted advisors) and a lucky bastard. I've met many "Aspies" in science - they were basically people who pretended to be smarter than they were by covering their shortcomings with awkward or rude behaviours. It was sad to look at, but sometimes useful to know... Actual clinical Asperger syndrome and autism involve serious developmental delays, and savantism is very rare. I've met one true savant in my life (i don't count another idiot whose savantism was about remembering long sequences of numbers) - interestingly, he was a normal and kind person, maybe a bit spooked out.