How is “go figure” used?

In The Last Boy Scout (1991), one line is: “She likes Prince. Go figure.”

Which movie is “go figure” from?

The clip at the top of this page is from The Last Boy Scout (1991).

She likes Prince. Go figure.

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used to say that you do not understand the reason for sth, or that you do not want to give an explanation for sth because you think it is obvious

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used to say that you do not understand the reason for sth, or that you do not want to give an explanation for sth because you think it is obvious
She likes Prince. Go figure.
Yeah go figure

定義：Oxford Advanced Learner's Dictionary 第 9 版