My female, Squeak, did this on my neck under my hair at night. This went on for a year. We found her at about four weeks old, and she did it from day one. She did eventually stop though. I don't know about why they do it, I've read that they're content when this happens. I had a neutered male that would mate with a green blanket. He would do this up to six times a day until he got sick and died in March.