Will a Glo-Fish bury itself

I am looking for the answer to "WHY" of this question because I can tell you, yes, they can and do.

I had five and one day came home and had three. I found one, laying under a rock in the gravel. I startled it and it came out and has been swimming around for days.

I never did find the other one, I searched the filter and the gravel but it is probably just well hidden/died in the gravel.

Now that first one is missing again. I understand her ways now, and am about to commence a search. Maybe she is trying to lay eggs.

I just really want to know, why....if they like doing this then I don't want to disturb her but am afraid she will get stuck and die.

So I will write again soon.