I think you'll find that is true of most critters.
Makes sense.
As a corollary I have learned from tracking them that mule deer and moose in forest will hook back and bed downwind of their back trail, especially on a rise of ground with some cover where they can see and smell anything following their tracks. When tracking such critters in flattish or rolling terrain, I have tried leaving the tracks and stalking every rise on the downwind side. Slow, tiring, rewarding. I have jumped critters and had some fun but never have killed one that way, though a better hunter would. By the time a follower tracks the critter to the place where it reversed course, it is long gone. The bedded critter smelled and probably saw the pursuer as he tracked past, and sneaked away.
When one of these animals has been heading one general direction and then starts to wander, it often means that he is looking for a place to bed downwind of his back trail. That spot may already be too late, but it is worth looking around and stalking any rise or cover that is just ahead on the downwind side of the animal's direction of travel.