Probably a learned response from receiving a good rubbing from you in the past. It most likely is her way of initiating a desired response from you instead of patiently waiting for you to initiate it yourself. If this is the case, it is a simple dominance issue; she wants you to do something for her that brings favor to her. It is natural for horses to want to be rubbed. It can be a problem, however. If it is, and you want her not to do it, you will have to push her back with the halter, use a harsh voice or other negative reinforcement that she understands.
