Apsel does this to me when I scratch just the right spot. Maybe he's trying to return the favor for me, but I've been working to break him of this as he did accidentally pinch a little too hard once. I haven't seen him do it to our heelers, but wouldn't be surprised if he does. I see no anxiety in my dog either.
Apsel der Schwarzbar -- Dark Sable -- 10/31/2013