Is this weird or normal?

I have two African grey parrots called Polly and sissy. I also have three dogs,(beagle, king Charles spaniel and a dalmatian pup). Every time i take my dogs out for there walks, my parrots insist on coming with us. They don't cause any fuss, they just perch on the dogs' backs'. Am i right in letting them come with us, i think the fresh air is good for my parrots?:)