After thinking about it, it does seem kind of mean: "See these? You can't have 'em!"
Or maybe it's a test of the dog's discipline. Like when Dr. Phil had children sit around a table filled with candy cookies and toys and told the parents to tell their young'uns to not touch anything on the table.
Dr. Phil and the parents then watched the kids on hidden cameras to see which kids actually followed through with what their parents said.