Why does my Sphynx prefer sleeping under covers?

I noticed that with my first Sphynx, he would always burrow under the blanket right after I made the bed. I honestly think it's because they get cold easily since they don't have fur to keep them warm, so the covers are like a cozy little cave for them. I'm no expert, but mine seems to love the warmth and the feeling of being snug and secure, almost like he's hiding from the world.

Having a Sphynx is like living with a little heat-seeking missile, isn't it? I always imagine that for them, burrowing under the covers is the closest they can get to that perfect, womb-like warmth they crave, especially since they don't have a fur coat to regulate their body temperature. It's their own little private paradise, a soft, dark den where the world disappears and it's just pure, uninterrupted coziness-I think they'd live there full-time if we let them.

It's just a cozy burrowing instinct for a breed that runs cold. Without a fur coat, they lose body heat fast, so a blanket is like a warm cave that also feels secure-like a nest. Mine dives under the duvet the second I get up, claiming my warm spot like it's a prime real estate.