If your dog is simply being silly, then there’s nothing wrong with it. In fact, I think that dogs should always be allowed to do what they want when they want. But if your dog is going backwards out of a room because they’re doing something else completely unrelated to the reason you brought them into the room in the first place, you may need to talk to a professional about it. You might not even realize that your dog has developed this habit until they start doing it on purpose, which will make it much harder for you to change it.