My Dallas did the same thing. One night I came home with new tennis balls for them. I pitched one into the backyard to get him to run out the back door and into the yard. He did and he returned with it at the back door. I opened the door and he dropped it. I ended up going outside and playing fetch with him for about 30 minutes until he got tired of the game. That was the first time he had ever done that and his first tennis ball. I never taught him. I was amazed. I think it's some what instinct as well.
I'm not sure if it's instinct or just plain brilliance. I do think our pets pick up things from other animals. Adley is trying to do a lot of the things that my cat does, but he does really succeed because there is a significant size difference.
My Kuma would always jump up to drink water out of a fountain at a local school. I took him to another park once with a totally different type of fountain and he still jumped up and waited for the water. It's really subtle, but kind of profound. How did he associate the brick magic giver-of-water with a metal thing sitting at a different park!?