Hi ...

Cat's from a very young age, associate affection through grooming and kneeding - grooming from their mother, and kneeding their mother while feeding. Alot of people think they kneed to get comfortable.. this is true for some, but for most cats, that's how they express their affection - kneeding and grooming, as thats what their mother taught them..
So your cat and dog habe a very close relationship - how sweet!!!