When he tries to chase them , they probably don't respond in a way which he finds satisfactory. They don't run at full pelt squealing, for a start! If they did, he'd find the whole game much more entertaining and do it again, and be hard to stop. One of mine took great delight in chasing the horses. If she could get them to full gallop, she was delighted. That stopped when they got wise to it. They ignored her, but then walked slowly towards her. She ran straight back to me, and didn't try it again!