Yeah, I've seen some of ours do that sometimes. Its just what they want to do really, so may as well leave them to it
We used to worry about Scamp not using her wheel properly, but over time have learnt it's not really an issue. Its the hamsters choice and if they want to do unusual things, then we can just hope they enjoy them - is nothing else we can do really (and trust me, with Scamp we tried, she even got a new wheel incase that was causing it lol)