I always thought that's how they try to bury their droppings. Isn't that a show of modesty? Except, like most "macho" men, it's generally a sloppy attempt at best!
I know my old male Tibetan Spaniel used to do that. My female shih-tzu only did so on occassion. My yorkie girl doesn't even try.
So anyway, I'm not sure it's such a bad habit if you look at it in their perspective.
I hope my next one copies all of the good from my girl or maybe my girl will copy my next guy's affectionate nature~! I can always hope!