I'd actually be a bit surprised if this were true. My guess is that intelligent madmen are more interesting, so we just pay more attention to them. Now I'm tempted to go looking for statistics.
Not doubting the correlation between madness and mathematics, though.
To expand, it may be that intelligent madmen are the ones who accomplish enough to get famous. Well, also artistic madmen - and we also have a cultural expectation that artists are crazy!
I'd definitely be interested in more information here.
Grigori Perelman was that reclusive Russian mathematician who proved the Poincaré conjecture, and refused the $1,000,000 prize. He has reportedly said that he refused the reward because he knows "how to control the universe" (full quote below; article linked at end).
My immediate thought is that he refers to the fact that understanding of the world means control of the world, to the extent of your understanding and limit of possibility. Thus the saying "knowledge is power" (which, oddly, the public doesn't really think seems to apply to science). I also see the point of refusing to communicate with the media, which manifestly does not care about science but rather about celebrity (I'm not guilty! this post is just about his ideas, dammit!). But his other comments - about the "boundless", for instance - sound more wild-eyed and vague, so maybe he's thinking of something else.
Also, what is this nonsense at the end? I think it's probably a misinterpretation by a reporter. Or wild exaggerations by Perelman. Or are we all doomed to be folded?
http://english.pravda.ru/science/tech/28-04-2011/117727-Grigori_Perelman-0/