I'll give you three options. He's scared because we're taking his picture, he thinks the fence is about to explode so he's holding on for dear life, or he's playing hide & seek and thinks his tail is a good cover.
Give up? I honestly have no idea. But those were the only three logical things I could come up with.
He stayed like this for almost five minutes while we watched and snapped pictures. Then he skipped (hopped/bounced/ran) away just fine.