
That is not at all unusual. Usually they are chasing bubbles they create. I had a chocolate lab that would do that from time to time. Boykins are a strange animal at times, mine all have their quirks, and my males will do the same thing if they become bored. Nothing to be alarmed about, but just tossing a stick or something is enough to get their attention on to something else.
You can try spitting on a rock and tossing it three feet of water. He will smell it and spend most of his time trying to get it. Usually, though, they will end up just grabbing a rock from the bottom and bringing it to you. Remember, you don’t want to hurt their feelings and tell them it’s the wrong one, even though they are trying to pull the wool over your eyes!