we're off to see the wizard

Dogs always seem to know where they're going, even lost dogs. I've been toying with this idea for a while now, and I decided the other day to make my theory official:
I was driving home from the post office, where I had to stop on my way home from school. As I turn onto Signal Butte Rd. there's this dog and looks like he's totally on a mission. Worried that the oncoming traffic might pose a mortal threat to this poor little guy, I pull over to see if any tags are present. This was our conversation:
"Hey little guy... come here. [whistle, whistle]" I ask. To which he responds:
"Oh, me? I'm okay, really."
"Come one. Are you lost?"
"Well, I wouldn't call it 'lost.' Just looking for the best way to get me home. Hey, if I come over there will you pet me?"
I hold out my hand to show that I will infact pet him if he comes over. "Hmmm, you're pretty clean to have been a stray for a long time..."
"Who are you calling a stray?"
"Let me see your tags and we'll get you home."
"That's right. I have a home. I'm not a stray."
"Oh my! You're pretty far from home, aren't you?"
"Well, it's only like 5 miles. It's not so bad. Gets me out of the house, you know?" he tells me as he starts to back away.
"Do you want me to call your owners and tell them to come get you?" I ask, sensing he's wanting to take off.
"Nah. I know where I'm going."
"Don't all dogs?" I ask, half joking.
"Yes, in fact we do" he says matter-of-factly. Then he turns and trots off.
"Watch for cars!" I yell after him. Although he didn't respond, I knew he heard me.