I knew a colt who volunteered that behavior once when he was little. His owner thought it would make a fine trick so she taught him to do it on cue. Ever since then he would cross one front leg all the way over the other constantly; when he was tied, when he was bored, and when he was supposed to be standing square in showmanship! I wouldn't be able to get permission to post any pictures of him doing it, unfortunately.
So, that could be a possibility. I've never seen any other horses do that.
I am here to learn! :)