That's actually true. Using a two-sample hypothesis test, a study by Numeroff & Bond (1985) found that mice given a cookie were significantly more likely to ask for milk than mice that were not given a cookie at α = 0.05 (p = 0.036667). Notably, however, the academic integrity of the authors has been called into question by other researchers.
Studies show that if you give a mouse a cookie, there's a high likelihood they'll ask for milk too
If you give an Albert a seltzer, he'll want a water instead.