Well, I have no idea why they *actually* do it, but my young rats do it, too.
However, I assumed that they learned this behavior from their mother always picking the up in weird places, and that the little girls were trying to make other rats move. For instance, one rat would be in the wheel, and a baby girl would start tugging on her ear so that she could get into the wheel. Sometimes, the babies would do it to each other, and you could see them straining as they tried to pick each other up/pull them around.
Of course, this is probably entirely wrong, and it's a completely subjective interpretation made on the basis of human behavior.
(And they've never tried doing this to a human.)
Perhaps it could be a dominance thing?