Oh, mine totally understand that things exist, even when out of sight. They're such shameless, pushy beggars on the patio that I got to the point I would hide their snack bag, while they were eating what I had just put out for them. I'd hide it behind my back, under my leg or in a pocket, when they weren't looking. You should see them inspecting me! Trying to look all over in the chair and pecking at the pocket of my shorts, even when it isn't in that pocket! They've seen me pull it out of my pocket or from behind my back in the chair in the past and they remember. "I can't see it, but it's got to be here somewhere!"
I love the look they get, when they're thinking about something, studying something. I can see their facial expression and body language change. Kind of a slight tightening of the skin around their eyes, hard stare and the way they hold their head. It's very funny!
I've also seen that look when one of them is studying my bare foot and thinking about pecking it. Or when they are thinking about how to break out of an enclosure, steal food or get up somewhere that's a challenge.
I'm trained to watch for the "I'm thinking about getting in trouble" look, because I live with a parrot. Only he often turns his head to one side to look with one eye at something. This is know as "giving it the big eye." As in, "Oh, oh. You better watch out. He's giving it the big eye." He's also good at trying to look casual, so we hopefully won't notice what he's getting ready to do.