I think she's just having some fun, and making her own game with it.
If it's not making her afraid, I would just let her grow out of it.
Finn used to spin around on the floor and try to bite and pull at it. He'd be running across the yard with the velcro section in his mouth and the coat all crunched up. It was funny to watch. He would pull himself off his feet, and just keep on going. He stopped after a few weeks, but when he got a new bigger coat, as he'd outgrown the first, he'd do it again. He still likes to squirm around and make it a game sometimes.
@gunnr, thanks for the response! Great description of Finn under these circumstances!
We have strictly defined "items" which are allowed to be "chewed" and "tugged" on. "Tug" items are just a couple, because I don't want that type of behavior to follow thru on "release" during hunting or playing fetch. I was apprehensive of allowing her to "play" with the coat... though, after reading your post, earlier... I turned the weatherbeeter coat into a play toy for the afternoon (two play sessions with a nap in-between. During the play sessions, I'd rip the velcro as much as I was able.
Turns out after quite a short period, she wasn't overly interested in rough biting, pulling and tugging of it. She'd very quickly became uninterested in the velcro ripping. At the end of the second play session, she went to the door, letting me know she needed to go out for potty. I simply put the coat on her, with no objection by her.
Moral of the story: Sometimes it's better to just let them be pups and not overthink things!
Thank you, sir!
Neal