I think they do it for fun.

One of my mice, he liked to pretend to be superman. He'd climb to the top of his waterbottle..and jump off with his legs spread out. I was watching him one day climbing, he attempted to do superman, and all of a sudden he was gasping on the floor of his cage. He didn't make it..I think he broke his back, or slipped a disk or something. So just keep an eye on them.