Where Pee Pee Comes From?

About a month ago I was in the kitchen one morning and I heard Brock come down stairs and go into the powder room to do his business, the door was ajar and Kate waltzed right in because she was so excited to see her daddy up. She looked at her dad, going potty and then I overheard her say "Daddy your pee pee is coming from your trunk". I bursted into tears laughing so hard, I asked Brock, "where did she get that from?" He just laughed and said he had no idea. Now when daddy goes potty and Kate is on his heels, he asks her for some privacy. I've seen her stand outside the door throwing a fit, not really understanding why she can't be invited in.