Of course I do have one more possible explaination. They are toying with us. I have had several cats that look at either the floor, like they see a bug, or under a dresser, like a favorite toy went under there, only to get up and look for what they are looking at and finding nothing at all. By the time you realize that it is nothing, they have walked away with that "HA HA I fooled you" look on their face.
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