My old mare has started to do it while she’s sticking her head out of the stall, particularly when there are people around or other horses in the crossties. You know the vigorous nodding up and down of the head that horses always do in movies but you don’t see so much in real life? That signifies “yes” in horse movie-speak…
Is it begging behaviour? I figure it means she wants attention–more attention in her case, because she gets plenty already.