Are pups really pranked by 'What the Fluff' challenge?

A viral video "challenge" in which dog owners seemingly vanish into thin air left furry companions saying, "What the fluff?"

Here are the mechanics behind the "magic" trick: The owner holds a sheet or blanket between themselves and their dog then makes a quick exit as the barrier drops to the ground. Some dogs have been utterly indifferent while others seemed stupefied by the stunt.

But is the pet's reaction what it really seems? Or are we personifying our pups' perception of the prank?