Lucy does the same thing, we say come and she runs away wagging her tail. We just used another word. We tell her now 'good bye!' and wave and she comes pelting back like a good girl! I think once they get the association with that particular word as a 'play' word, you can never be sure if they will respond to it appropriately or not. We were very strict teaching the new words as it is such an important command and we dont use it when playing so that she doesn't get confused