Their love of snug spots is probably why they aren't interested in sitting next to me on the couch when I'm sitting by myself, but they will come sit between Liz and I, because they want a warm body on either side of them.
The other day, Beowulf found the ultimate snug spot. He came over when I was lying on the couch and got me to open up a hole between my body and the pillows. He then proceeded to stick his head under my arm. He was so content that the vibration of his purr was like a massage machine on high setting.