My sweet quirky dog only occasionally asks to be let out our back door, being that the best place to be in our house is either right next to us, on a bed, or curled up in a very small space. Every time, without fail, as soon as the glass door slides shut behind her, she immediately turns around and looks at me like I've betrayed her. Then she sits there mournfully looking inside until (I suppose) she remembers why she wanted to go out in the first place. Then she'll trot around the yard, eating grass (no lie), until she's had enough.
She also never can decide where to eat a treat. I don't know if it makes her nervous, or if she suspects Jeff and I of wanting to eat her Cheweez, but she'll pace up and down the stairs with the treat in her mouth, looking for just the right spot to eat her snack.
Sometimes I think she might have an anxiety disorder.