Some puppies have more innate "play drive" than other. That is something you want to check for if you want a dog for performance sports. The better the play drive, the easier it is to teach them.
That said, play drive can be enhanced or diminished by the early puppy environment. Puppies who are raised in kennels, or do not have access to an enriched sensory environment will have less play drive than puppies who are raised in an enriched learning environment. (think "Head Start" for puppies!)
As far as playing "tug" with Paul Anka, this is another one of those silly "dominance theory" things. There is absolutely NO problem with playing tug with your dog, as long as you teach them the rule. The rules should be that YOU decide when to play the game, and YOU decide when to end the game. It sounds like Paul Anka is going though the perfectly normal "puppy keep-away" phase. Try to keep small training treats in your pocket at all times. When he steals things he shouldn't and wants to play tug with them, put your hands on the item, on both sides of his mouth, as close to his muzzle as possible. Say "Drop it!" firmly, but quietly. Often, just having your hands so close on both sides of their muzzle will encourage them to release. If not, don't let go, but don't pull back if they tug, either. Keep a soft arm, and aort of play them like a fish on the line. If there is no resistance, tugging is a lot less fun. Finally, the MOMENT he releases the item, give him a treat, and tell him what a good boy he was.
You can also train this behavior by handing him something, saying "drop it" and then treating. This is a great thing to practice when he DOESN'T have your underwear!
I will warn you that this is NOT something they learn to do reliably in a short time. It is VERY tempting for a puppy to hold onto "contraband". This is a resource issue, and very instinctual, so it's not like training a sit, which is something dogs do naturally... We just put it on cue. It will take time and patience for him to learn "drop it", but if you are consistent and stick with it, he WILL learn it. (and some of the puppy thievery we fade with time anyway
But this is a REALLY important safety cue for them to learn, right up there with the recall and stay. You really want them to know to drop something immediately if they happen to pick up something dangerous.