That seems to be more of a nervous habit. Without knowing what went on in his first year, no one could really say. As you say, he may be wanting to get out, since you've stopped the car, or he may be fearful of being left in the car. Do you use a puppy seat? I strongly suggest one. It is for his own safety, plus it will make him feel more secure and be able to look out at the same time.
I forgot to welcome you to YT.