About the only thing I can think is the term came about because we talk so fast up here . Then we get to shortening sentences and loosing patience with folks. I think it means to ...go figure it out for yourself...now it's your problem without anyone actually answering the question.
We north-easterners are also not as polite as others around the country, I have noticed this from teaching around the US of A.
So if someone say's "Go figure"...it means politely...Go away with your problem, I don't have an answer.
You Get the mean and nastiness up here for some reason ..more than in other parts of the country.
Someday I think I will move.
Other than that, the rest of us are very pleasantup here.