Indeed, 'tis not uncommon.
Beyond "personal choice" a couple of reasons it may happen is
first, in the wild they would be apt to eat their own skin on instinct, as it would keep them from leaving a trail for predators.
Second, a beardie might eat his own shed skin if he isn't getting enough calcium in his diet.
Here is a link to a recent thread that may also "shed" some light. :wink:
viewtopic.php?f=1&t=103223&hilit=
The best,
Em