Some do. Some feel different and try to fit in somewhere, some do it to look cool, some like to roleplay. All of them like wolves and werewolves.
I don't think they claim to physically shift to a beast.
I don't think they are being immature. More like disappointed and in search of an identity.
If they do it to look cool then yes they are being insecure and stupid. Some of them are really looking for answers though. When you feel you're different from anyone else you know, your mind starts looking at the weirdest places for answers. It can be dangerous of course as they may fall prey to malicious people.
Some may be more cautious than others. Identity issues don't go very well with hormonal outbursts though.
What if they believe that these bursts is when they...'turn'?
Lol not when you have sadistic fantasies xD
l would not be surprised if they did.