It's the same direction you generally see the Iraqi insurgents toss the end of the towel around their head/face, so as to not interfere with a rifle or RPG launcher held up to their right cheek.
A beret or ski mask offers no such challenge. But old habits die hard.
BTW: the French Foreign Legion and the Vietnamese Rangers, Special Forces/BDQ, and american advisors and straphangers thereof did indeed wear their beanies *pulled left*.
*GunnyBob ping*
Ranger Pat Tillman
Poser Macbeth
Okay, which one is the real Army Ranger.