I thought Yorkies were supposed to be smart!

Buddybear was in the back yard with my DH when he had to search through the leaves and find a yellow jacket. Oh the little dickens . . . Dh told him to drop it, which he eventually did, but then grabbed it up again and took off. Dh told him he was going to get the "big stick" so he dropped it again and was able to stomp it to death.
The"big stick" is a drapery rod that he is afraid of, I don't know why, we just have to put our hands on it or tap it on the floor and he lets go of whatever he has in his mouth.
Why do they have to attack something like that? Where are their brains?
Do your babies do this scary stuff? Will he grow out of it? He's 15 months.