Arthur C. Clarke mentioned an old Nature article in one of his books which described the core of Jupiter as a giant diamond, because the pressure was so intense that carbon was compressed into it's smallest possible shape (or I think it was carbon inside jupiter in the article).
In the Space Odyssey series a pyramid on Io was later found to be a shard from the crystal that broke away when Jupiter exploded.
It's interesting that the shape is hexagonal, as Saturn was probably the sixth giant body from the sun at one point. Or maybe it still is if the asteroid belt could be considered it's own special thing.
The polar activity of something as big as Saturn would be zapping ions down into a heavily compressed, perhaps crystalline core, and weather patterns could easily mold to that shape.