Welcome to you and to Lightning! I have heard various theories over the years as to why cats do and do not 'make bread'. I have had all my cats do it, some more than others. My two kitties that came from a secure home, where they were nursed for several months, are the biggest kneaders! I think they got used to the habit.

I love it, but, I do know about the pain from the nails, and even the weight of the tubbies doing the kneading.