It is like hand holding. Cats and dogs don’t have hands to interact with the world, they primarily use their paws and mouths but their mouth is the more delicate option than the paw. My cat will grab my finger with his mouth and just hand on to it for a few seconds, no bite, just hold. So it may just be your dog is holding you for some reason. Is there any pull at all? No directionality to it? If not, it mah just be an affectionate holding.