My Yorkie does the same thing. She's 2 yrs old, she's very attached to me (well, ok, it goes both ways. lol) She's not in the slightest bit afraid of me and thinks she has to be right with me every second. But I reach down to get her and she will almost always back up. After all, it wasn't her idea...
And what if I picked her up to brush her teeth again or put her in her kennel and leave.
Sometimes she will even try to run from me if she thinks I'm leaving. I've found it helps to tell her to sit & stay and then pick her up. And make sure I pick her up plenty of times in between and love on her or give her a treat and then set her back down. I think they are just very independent in nature.