Yeah I had an issue with this. Try clicking the little 'on' symbol to the upper left of the extrude tool axis. I can see it in the picture you posted. If you click that then it should extrude as normal.
Yea, it's trying to extrude along the normal, which with so many different faces in different directions will yield unpredictable results sometimes. Click the little circle-and-line symbol in some versions of maya, or the little circle at same position in others. It'll switch to world coordinates, and is way more predictable.