No, but for a spot of mild amusement I change them round after a few minutes so that the one he was desperate to get at is now ignored in the stable and the one he didn't want is now the desirable one outside. Keep me amused.
Its funny mine do it too, my tap is right outside on of my stables and if I have hay soaking and her door is open she will want the hay in it although she has plenty in her stable, and she will almost snap the chain to get to it, age old saying you always want what you cant have
My theory on this was that the hay within the stable is already safe and can be consumed later but the hay outside the stable is at risk of being pilfered by someone else and so in order to maximise hay intake, at-risk hay must be consumed first before anyone else gets it.
Very logical really
Mine will lick all hay particles out of the barrow that I pushed the hay to the field I before eating the lovely big fluffy pile of hay on the floor. He literally licks the barrow. I also use that barrow to poo pick....