Surreal pink ladies

Here is F. on our morning walk - me and her mum to work, F. to the nursery. She has developed an attachment to what her mum calls the Hideous Pink Doll. Very sweetly, even holds the dolls hands as she sits quietly in the pushchair.

This has resulted in some nature/nurture arguments. Her mum is not a Hideous Pink Doll person (it was a gift from her grandmother) but F. has developed an obsession with her nonetheless. What's it all about?