It’s improper in public, in the same way rubbing up against somepony else would be.
Edit: In another context, it could be a sign of brute unicorn on unicorn battle.
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Viridian Forest (Pokemon R/B/Y)
Scene 1 (Teenage Mutant Ninja Turtles 3: Manhattan Project)
Rocket Hideout (Pokemon R/B/Y)
And here's some links with connected concepts:
Magic PowersAnd here's something different: