I think it must be a Yorkie thing! My first two yorkies used to steal my clothes and take them under the bed to make a little nest to sleep with. One of them decided to greet a few guests that we had over from church with a pair of my undies! He walked right out in the living room where we were having coffee, with the undies hanging out of his little mouth
Now, our two boys have carried on the tradition and love to filtch a pair of undies or socks for keep away/chase. Me and my husband decided it is too funny to not indulge. My hubby gives a shirt for them to sleep with at night.