Weird cat habit/behavior

My cat has this toy, its a string on a plastic stick. Its his favorite toy, he drags this thing everywhere. It is basically a thick green piece or rope/yarn attached to a 12" plastic stick. The weird thing happens when I go outside. He stands over it with the string in his mouth or he will drag it near the front door, either way he cries out real loud over and over until I come back inside. Any ideas?

Sounds like a prey behavior to me. Often house cats will mimic predatory behavior with toys and there will usually be a favorite that they claim and present proudly! It's all good and natural, basically he's showing off his prey !