My hamster Pixel did this for about 3 weeks. She would block the tube connecting her 2 cages with sawdust and dig it out each time she wanted to pass through it. We put it down to her maturing and displaying natural behaviour.
She stopped doing it as quickly as she started doing so (probably that this method used up to much energy and she could better expend it in her ball
). She also moved her nest from her cottage in one cage to a sputnick in the other cage. After 3 weeks she moved her bedding back to the cottage (which is in a darker part of the cage setup) and stopped blocking the tube.
We didn't interveine at all as she was happy and we were worried if we started messing around with her cage arrangement she would become unsettled.
Hope this helps