Ehehe, perhaps... it's a sweet thought, to be sure, but given how I have noticed they tend to curl up, I think the truth is a bit different.

They like to make their nests up against bent portions of the body. Up against the chest and stomach, behind the knees. As we are much larger than cats are... perhaps they find it comforting, something like being cradled?

I know that is why I curl up in my blanket the way I do, at least.