I doubt it. Animals sense of smell and hearing is SO MUCH MORE acute than our own.
They are likely hearing bugs or mice behind the walls or something equally physical.
They’re frequently in hunting mode and thus extremely focused. This only looks weird to us cuz we don’t hear or see the object of their hunt.
Have you ever seen videos of house cats hunting mice or birds. Same ultra-focused stare. Only difference being that the object of all this focused “weird” look is apparent to us.
When it’s no so apparent to us, it’s easy to conjecture something other than physical.