When characters keep secrets

I've always been jealous of inside jokes. I never seem to have enough of them in my life or I'm on the other side of the fence from them. I never thought I'd feel left out in a conversation with my characters.

See, I was writing a scene with Michael and Ella and he did something very odd. I won't go into details because eventually, it makes a difference, but as soon as I wrote it, I stopped and just went, "What?"

And true to character, Michael smirked at me in my head and said "you had to be there." Since when are characters allowed to have in-jokes that their authors don't know about?