Maybe he's just attached to you, and is paying attention to where you are. Basil does that ALL the time, and he's practically attached to my hip XD He likes to give me weird looks while I'm trying to nap, I think he has a hard time trying to comprehend why his owner has turned into a pile of blankets XD
His he a younger dog, like 1-2 years of age, or a puppy? Younger dogs seem to be more dependant I suppose. Or you could have just done something recently that has reinforces his views of you as the "alpha dog"? He could just really want to be around you, or it could be as simple as you've changed your routine and he's curious as to what you're doing!