In an attempt to refresh an expired, or expiring, ARP entry, many Client OS's will issue a "targeted" ARP query to the MAC address they already expect. Most of the time, this prompts a response from the intended target and allows the entry to be refreshed without sending a broadcast to the entire network.
This will be the first time I've seen it with a Router, but it isn't too big of a stretch to think a Router vendor somewhere will have implemented ARP in the same way.
Nearly a Year Later Edit: I found a quote in RFC 1122 that describes this behavior:
2.3.2 Address Resolution Protocol -- ARP
220.127.116.11 ARP Cache Validation
An implementation of the Address Resolution Protocol (ARP)
MUST provide a mechanism to flush out-of-date cache
entries. If this mechanism involves a timeout, it SHOULD be
Four mechanisms have been used, sometimes in
combination, to flush out-of-date cache entries.
(2) Unicast Poll -- Actively poll the remote host by
periodically sending a point-to-point ARP Request
to it, and delete the entry if no ARP Reply is
received from N successive polls. Again, the
timeout should be on the order of a minute, and
typically N is 2.