Thats a strange one, not heard of this before. You will probably never know why he does it, was he a rescue? perhaps at some time he has been allowed to drink the left overs or had his food weighed out using a cup. Does he do it to cups containing something other than coffee?

Whatever the reason, he has become conditioned to this behavior and you need to change the behavior to something more appropriate.
I would try holding a cup and getting him to lie down in his bed, perhaps put a few treats on his bed each time you pick up the cup, but only when he is calm. He should soon associate you holding a cup to him laying on his bed calmly.

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