And rightfully so.
Down 4-0 after what's become the customary early rough patch by 23-year-old lefty Gio Gonzalez, the A's stormed back with a five-run third inning, on which Davis put his stamp with an electric, heady bit of baserunning.
"It's exciting to make the game more exciting, more fun," said Davis, who also had two hits, two RBIs and his career-high 30th stolen base of the season. "You gotta stay tuned. You don't know what's gonna happen next."
Certainly nobody knew what was going to happen after Davis put Oakland on the scoreboard with a one-out RBI single, knocking a tough breaking ball from Royals righty Luke Hochevar into right field in the third inning.
He moved to second when right fielder Willie Bloomquist's errant throw home went to the backstop, and after taking a hard turn at the bag, he turned back as Hochevar picked up the ball.
"I went out there and was really baiting him to throw to second base," Davis said. "He glanced at me one time and put his head down. It was like, 'OK, you're not paying any attention? I'm going to take advantage of it.'"
That's when the fun began.
As Hochevar, with the ball in his glove, nonchalantly removed his cap to wipe his brow, Davis bolted for third and made it without a throw.
"I used to do that in Little League all the time," Davis said. "I'm hoping they give me a stolen base on it, because I stopped."
Davis did not get a stolen base. It was scored a fielder's choice. Hochevar, who said he thought time was out, had another word to describe it.
"That's just a bonehead play right there," he copped.
The crowd, announced at more than 10,000 but likely closer to a third of that, went nuts.
Hochevar fell apart.
Davis scored on a fielder's choice, Jack Cust walked, Scott Hairston singled, Ryan Sweeney tied it up with a two-run triple, and Mark Ellis' RBI single gave the A's their first lead.
"I think it got us going a little bit," Oakland manager Bob Geren said of Davis' derring-do.
Davis had no doubt whatsoever that he'd served as the spark that set the fire.
"We kind of took off after that," he said.
Gonzalez, who allowed three runs in the top of the first inning and one in the second before finding a feel for his huge curveball and striking out six over his final 2 1/3 innings, said Davis has been jump-starting the A's for a while.
The numbers back him up.
Davis went 2-for-4 to wrap up the best month of his career. He batted .316 with 10 doubles and 15 stolen bases in 28 games -- the most stolen bases by an Athletic in a month since Hall of Famer Rickey Henderson took 16 bags in June 1998.
"He's aggressive out there, and guys like trying to get him in," Gonzalez said. "He's always going to score from first on a double, from second on a single, he's going to steal bases, and he's going to do some things you might not have seen before.
"You can't put your head down on a guy like that. He's fun to watch."
Gonzalez -- five runs on six hits and four walks over 5 1/3 innings -- gave up a game-tying RBI triple by Alberto Callaspo in the fifth, but with the bases loaded and one out in the bottom of the sixth, reliever John Bale added to Kansas City's defensive disaster.
With the bases loaded and one out, he snagged a comebacker from Adam Kennedy that had 1-2-3 double play written all over it. But he inexplicably wheeled to throw to second -- freaking out the Royals' middle infielders -- and virtually spiked the ball, sending it into the outfield and allowing two runs to score.
"If I go home, it's an easy double play. I just screwed it up," Bale said. "The middle infielders were looking at me like, 'What are you doing?' It was a dumb mistake."
Later in the frame, Davis dumped a single into right to score Kennedy. A's relievers Craig Breslow, Michael Wuertz Brad Ziegler and Andrew Bailey took it from there, teaming up on 3 2/3 shutout innings of three-hit work without a walk.
"It was a battle for me personally, but the guys picked me up," Gonzalez said. "Rajai got us going, the offense picked me up, and the bullpen was great. I'm sure it was fun for the fans.
"How could it not be?"