On two occasions, sudden gravity changes occurred simultaneously at two summit Etna's stations, during local low-magnitude earthquakes. A systematic coupling between earthquakes inducing comparable maximum acceleration and displacement at the observation points and gravity steps is missing, implying (1) the non-instrumental nature of the steps and (2) the need for particular underlying conditions for the triggering mechanism(s) to activate. We review some of the volcanological processes that could induce fast underground mass redistributions, resulting in gravity changes at the surface. These processes involve bubbles and crystals present in the magma and require particular conditions in order to be effective as mass-redistributing processes. The gravity steps could be a geophysical evidence of the dynamical stress transfer between tectonic and magmatic systems at a local scale. Given the implications that these transfers may have on the volcanic activity, routine volcano monitoring should include the observation of fast gravity changes.