If he wants to get laid
Actually, the PEACOCK really does.<br />
The display of feathers is part of the mating ritual to attract Peahens.
How would a peacock chose not to have them, he is born and they are there, he has no choice. And He gives them to Krishna
Yup, not going to get them feathers over the hen if it doesn't have 'em...
They need it to look sexy.