Yes they do--well mine all do!!
My dad has a Desert Tort (Obtained legally)--and this guy is probably 65 years old and when you scratch the back of his shell he holds his head up high and starts bobbing his head really fast. It's quite funny.

Sounds like you found the good itchy spots.

When I rub the back of my Sulcata's shell she will do a dance with her back leg--wobble from side to side. This may be some sort of mating dance but she seems to like it.