Pretty bizzare, I wonder if its the smell of her urine she is attracted to. I know when our girls were pretty close to their due dates the urine got really strong in odor. She may be wanting to spread her scent around as some sort of territorial warning to other horses. Like "this is my place, my nest for my baby"
"Until one has loved an animal, part of one's soul remains unawakened..."
- Anatole France