It's a Palace tradition that stretches back over 97 years (we actually got a one match ban from playing at The Nest near Selhurst Station in 1920 in our first year in the Football League) after a game with Southend!
See the link here
To view the link you have to Register or Login for a glimpse of a similar event to Saturday, this was from Palace v Everton in the FA Cup, January 25th 1931.