Hmmmmm.....having just watched a news item on paranormal activity and haunted homes ...... no, we won't go there.
Charley used to do this long before she developed full blown Canine Cognitive Disorder. I always thought she just wanted some down time with less stimulation and involvement. However, facing a wall or staying in a strange place for an extended period of time can be one of the first noticeable symptoms of CCD, and CCD can occur in younger dogs (though it is much more common in the old ones).
It can also just be a symptom of not feeling great - Mitzi takes herself off to a seperate room whenever she has a little indigestion. Does Bella still eat her meals during these periods?