Harley has this reaction with frontline too, but he also does it when he gets a bath, or gets sprayed with detangler or "doggy cologne", so I believe his is more of a reaction to anything wet.  I did however apply it late in the evening once and he didn't sleep well at all that night.  Could have been coincidence, but I think they may feel it spreading on their bodies.
 
Jeri and Harley
