Yes they often do.
Mine would point to the back door around 11:30 PM. Figured she had to go out.
Yes she did. To sit and watch (and listen).
Of course I want to go to bed and don't want to leave out all night - not that she would care.
Sometimes I just left the door softly closed and she would come in when she wanted.
I'd wake up some time in the night and go close it.
What a routine! LOL