Yep, Coby does that too. It goes along with his cat-like slinky move along your legs ending up with him standing "over" your feet. And it's not like my other dogs that would rub against something to scratch their face, etc. He also does it to my older Shi Tzu - rubs along him and ends up trying to stand over him. Figured it's a dominance thing with him.
It is wierd.