I know this is sort of a weird thing to think about, but I think I've figured out why Houdini is a bit of an adventurer. Just like herds of horses, or packs of dogs, rats also have a social hierarchy. Issac is the oldest and biggest out of the boys, while Atlas is not too far behind. However, because Houdini is smaller than either of them, he's gotten pushed down to the bottom rank. He doesn't fight for food, and when he does, he doesn't win. He is included with the group, but he's also sort of an independent, and social outcast. 

I think his "adventuring" has to do with the fact that he's at the bottom of the totem pole. In the wild, going out on his own might actually have been an advantage to finding more food apart from the group. He's the only one who ever climbs down the couch, or off the cage. Then again...maybe its just Houdini...