This is just a wild guess. But out in the wild dogs may have to dig for their water. It is instinct that if they find a stream or river bed that has dried up, they can dig and find some water just below the surface. Soooo, I wonder if the "digging" into the water bowl isn't part of an instinct that, once they have "found water," they start digging into it to make sure there will be a steady supply!
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