They think it is their right.
Well actually it is BUT it should be done in such a way that no one gets irritated and one has to have a very sound reason to diverge from SOPs.
There is also the possibility that in the cases mentioned above the captain knows he is annoying you but you have already pissed him off a lot and he is deliberately winding you up, not good CRM for sure, but it happens.
There again, I've flown with some FOs who are just too precious for words!