Is this creating an unsafe situation? Or does it just bother you because he's not following what you think should be a rule?

I do this for a quarter mile every time I ride to work. It's on a sidewalk that has zero pedestrian traffic (through an industrial area with nothing to walk to) because my destination is on that side of the road. And the road is a major 4 lane artery with no lights to assist in crossing. (I approach the road from the west going east, then make a turn south onto the sidewalk of this road, go 1/4 mile, and turn west to go back away from the road. I have to use this road because it's a bridge across a river that I can't cross any other way)

So rather than cross the super dangerous road with no traffic light to assist twice and ride on it with no shoulder and a 50 mph speed limit in a quarter mile stretch I stay on the sidewalk against traffic for that quarter mile and arrive alive.

It is important to look at things from the other guy's perspective. Where you think he shouldn't be doing something because there is some rule somewhere that was written without considering this specific situation, he might be trying to not die.