Blue Jays

I'm sure I'm probably not supposed to be feeding the blue jays.  It seems like most people don't want them around their feeders (what with their aggressiveness and all).  But I like them.  And more importantly, my cat likes them - while I'm sure she'd like to EAT them, she only ever gets to watch them (cuz she's stuck inside while the birds are outside eating).  But she likes the Jays.  I think she likes the young ones.  She has conversations with them through the window.  But this isn't really about my cat liking the jays, or talking to them.  This is about the weird thing I saw a jay do the other day.

I was leaning against the chair watching the jays and the doves take turns at the feeder and at the water dish.  One of the jays was at the water dish and, to begin with, started in the dish.  Then she (yes, I assign gender to all the birds at the house, even if I don't REALLY know its gender) reached over the side of the dish to grab a dead leaf on the ground.  She started playing with it - picking it up and dunking it in the water, letting it float to the top and grabbing it again.  Leaf in the water.  Leaf out of the water.  Leaf on the ground.  Leaf in the beak.  And Leaf back in the water.  It quite honestly looked like she was just playing with the leaf and the water.  I figured she would get bored and leave, but she played with that leaf for a while (5 minutes or so), and then started intentionally dunking it in the water, turning it over and dunking it back in the water.  After about 30 seconds of this dunking action, she grabbed the leaf and flew off.  I mean, really, why?  It seems odd.  I've read that captive jays will use tools, but could the leaf really hold enough water to take back to a nest?  I realize that jays are in the same family as crows and crows are crazy smart, but do they have magpie-type tendencies about collecting things (magpies are in the same family)?

So many questions, so few answers...