Go Bye Bye's

Sometimes when I want Max to follow me into some other room in the house...I tell him we're going "bye bye". I just mean that we're going "bye bye" to another room but this paticular morning he took it to mean that we were LEAVING so he ran into the kitchen and got his coat and insisted we put it on. He did not want to miss whatever "bye bye" trip we were taking. He left his coat on over his jammies for about 30 more minutes before he felt convinced that we were not going "bye bye's"...(for some reason he has now added an "s" on the end of the phrase)