I think the reindeer are getting high. Maybe traveling to speak with their own ancestors.
There is a curious relationship between reindeer, the fly agaric mushroom, and shamanism in some of those northern tribes. Its been a long while since I saw the original source but my impression was not only do they use the reindeer to find the mushrooms, kind of like pigs and truffles, but in fact are quite cognizant of the effect on their herds and try to minimize it... giving them some as a reward but trying not to let them get too intoxicated. I guess they get rowdy.
And when the people themselves take the mushroom special precautions are taken to keep the herd secure. The reason for this, other than trying to herd reindeer while flying high on strong mushrooms sounds like a real pain, has to do with urine.
Fly agaric mushrooms, unlike the more commonly known psilocybin containing "magic" mushrooms, contain muscimol, which passes through the urinary tract relatively unaffected. In fact the effect is supposedly superior, as the body of the initial user (or "donor"..) would filter out all the nasty stuff and nauseating "body load". So the shamans would eat large amounts of the mushrooms and have their visions, and then distribute to the rest of the tribe members this sacred fluid, who would imbibe and later hear the visions narrated to them as it took effect.
The reindeer, however, being fairly wily and having associated with these people for many hundreds of generations, know this fact and are believed to seek after the urine of those who are under the influence. Urine is also very salty, a rare thing in the tundra, and reindeer often think of the yellow snow as a salty treat. Thus, it is believed, they must be penned up to avoid accidentally biting the penises of tripping tribesmen in their enthusiastic lust for the hallucinogenic pee.
