The sausage sandwich is a superior British version of the hot dog.
A highlight of Danny Baker’s Saturday morning show on BBC Radio 5 Live is the Sausage Sandwich Game. At its climax, contestants are asked to guess whether the celebrity guest, when presented with a sausage sandwich, asks for red sauce, brown sauce or no sauce at all.
I have not kept any statistics but I would bet that he usually opts for the red one.
So if our prime minister took red sauce on his American hot dog (one Tweet does not constitute a proof of the allegation) then he was only doing what his fellow citizens would expect of him.