Non-facetious (but only slightly less fanciful) answer (One of the three possibilities, at least one of the others involved firemen practicing on Southsea Common, firemen being known as pompiers in those days)
A lady called Aggie Weston ran a clubhouse for sailors around the turn of the century. She used to give educational talks, however these were not exactly entirely serious in tone and often were somewhat towards a form of performance art. Upon describing Pompey Magnus’ assassination she became rather agitated, and ended with a shout of “Poor old Pompey!!”.
The next night at Fratton Park, Portsmouth were playing with their characteristic brand of enthusiastic awfulness as an artistic comic statement. Upon a particulary bad howler being committed by the Portsmouth side one of the same group of sailors from Aggie Weston shouted “Poor old Pompey”
And it spiralled from there