That internet myth started with this picture below.
While Woody and Jessie may have played along that one time for this photo, it’s not a regular thing. Since this photo went viral, countless people have been shouting “Andy’s Coming!” at the parks to try to recreate it. If the characters were to suddenly drop every time someone yelled that particular phrase out, A) It would take up a lot of time, which would lead to longer lines, B) It could ruin someone’s photo, and C) they could fall on someone or bump into them or otherwise injure them, not to mention themselves.
If you do yell out “Andy’s coming,” they won’t even acknowledge it, as you can see in this video.