All these years I thought he was just being a dick about it, but it's true, he really does say "sabataage". Now I wish he would tell us why he says "sabataage". Because most people don't just make up their own pronunciation of words, they just go along, more or less, with the commonly accepted pronunciation.
UPDATE: From the comments, David says : "It's the Canadian pronunication of course. My Dad (from Winnipeg), would always crack me up when he said garaajh (I don't recall him using the word sabatoge). Otherwise he sounded generic American, except he would also say gazz instead of gas."