Yes, ours seem to do that too. Only its at night right after we are in bed, just dozing off and ..........%^&**%$ !!
It's either Lucky chasing Yoshi or Yoshi chasing Lucky (does it really matter?!) starting from the hallway, down into our bedroom, one leap from the bedroom door to the bed, and who ever is in it, off the bed, out the door and on their way. Never a dull moment in our house...