I think they are considering whatever object they choose to be prey, if she were an outdoor cat you would probably be getting lovely little gifts of small dead things instead of a sock trail.
Pumpkin used to cry that same way when he was delivering a rat to my feet, and the kitty's who now carry toys, washrags and socks around the house hold their head up and high step the same way he did back then. He brought in a live rat once, which got free in the excitement, and ran up Liz' pants leg to hide.
Jennie, Gary & our kids:
cat colony: Hunter S Tomcat, Archie and Mehitable, Witch, and Calamity Jane, Cuddlebug, Havana, Ghost, Spitfire Liz, Little Bit, Jesse, Moe, Cali, Stardust, Anastasia & Christy, Sally and the 5 boys
dog pack Heinz and Heidi
rip Tiger, Rabbit, Two Stars, Angel,Elaine, Mungo Jerry, Tex and Ijimus. I'll meet y'all at the bridge.