We have a cat, Lily, who has lived with us for about 10 years now. She has never liked being covered up by blankets. If you covered her up with one, she would soon move out from under it. Even if she was in a deep sleep, she would wake up and get on top of the blankets.
That is until last week. She has started wanting to get under the blankets, to sleep in a little cave of covers. Much to our surprise, she has even taken to sleeping under the covers between me and my husband.
The ways of cats are mysterious.