I think that's a good question. Every young horse I've had has gone through a spell of walking away. But when I stop, they'll usually stop too. Are they trying to move my feet? After a few months they tire of the game, if that's what it is.
I was taught to leave a horse feeling better than when I brought them in. Exercise, or work, makes me feel good afterwards. When I've sprayed off a sweaty horse, I know he feels pretty good too. If he doesn't, I've worked him too hard. My horses like coming in.
Another thing to consider is how much pasture he's got. My horses only have an acre or so, so they get bored. Another reason they like to come in, I guess.