Seems to me that you need to take the problem to him -- get him involved -- without making it feel confrontational or making him get defensive. Let's assume that he's doing it to be funny or so your staff will feel comfortable with him and that he doesn't realize the problems it causes.
How about presenting the results as a problem and asking for his advice? I'm thinking of something along the lines of saying that you're sensing/hearing from your team that they think there's a lot of conflict among their managers and they're worried about ... fill in a suitable danger here. Have you encountered that before, and do you have any suggestions that have worked before? When he asks about the conflict or why they feel that way, you can reference a couple of instances as you've described.