Personally, I don't think an animal would ever try to grapple something incorporeal...their basic common sense would prevent it. As such, I'm going with wisdom here.
My cats definetly try to "grapple" spots of light from laser pointers or flashlights, but maybe they are just low wis mammals
It depends. Is this the first time he's tried to grapple one?
And has he seen it move through anything?