All three of mine do that at times. They run over, tag me with a paw or nose then when I try picking them up because it's what I thought they wanted, they take off.
Razael, our baby, will grab up a stuffed toy and run to either Zada or Azrael, tag and run. If she gets no response she will tag the other. If no response then she tags me. I then go after her and play tug with her, then one of the others or both come over to join in.
KIDS!!