She jsut hasn't learned how to play with you yet. Some puppies are a bit reserved and intimidated to initiate play with humans. Humans are not dogs after all and they tend to act "odd." I'd try to teach this pup to play tug 'o war with you. Anything can be used to play this game, but there are specifically toys made for this. For my reserved guys I use ones that you can fill with food so when they crunch down on it they get a tasty treat. With a puppy, you shouldn't even need to go that far. Most puppies like the game and find it rewarding enough. I'm typically teaching adult dogs who've never played with humans.
Use one toy and only that one toy to play tug with for now. Bring out the chosen toy and act very interested in it, ignore your puppy while you play with it and then put it away. This builds interest. Next time you bring it out do the same thing- be interested in it and maybe show the puppy it, let her sniff it and then put it away. Keep building up the interest by "teasing her" with it. Be nice about it, but they get the idea fairly fast and their curiosity is peaked.
Eventually you will allow her to put her mouth on it and try it. You take the other end. She may want you to take it back right away or she may want to keep it. Either way, it's now a toy for both of you to play with and interact with. I set "rules" for when I play with my dog. They can never put teeth on me when tugging hard and repositioning their mouth. That "offence" will end the game immediately. A small break will happen where I ignore the dog for a few minutes. Then we can try again. If at any time the dog pull it out of my hand and runs away with it, I again stop playing and go "neutral." Bringing it back and being obnoxious with it doesn't work. It's a cooperation game. The dog can "win" and have it sometimes. That's fine, but it's not something I'm going to play "keep away" and chase with.
There are probably much better explanations on how to teach a dog to play tug with you than what I wrote, but you get the idea.
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