It's fun, it's different, and it grosses out the adults.
If you are neither harming nor bothering anyone else while doing it, I see no problem with it. But I'd think twice about advertising that fact on your Facebook page.
One animal that comes readily to my mind is 'PIG':-)
Pigs roll around in mud coz if cools down the pigs skin and relaxes them
Elephants play in mud to keep them cool.