You're definitely not alone. Toby does that too. He's almost 6 mos now and has done that from the start. The only time he won't run from me when I try to pick him up is when he is sleepy or when we are working on the come command and I have a treat in my hand. The way I see it is that he thinks I am trying to play with him. He sees it as playing and loves me chasing him all around the house trying to get him. And sometimes I will make it a game and he loves it! I reminds me of playing tag as a child.
