This is a question that we often get from sitters and owners who work with Rover. Help the community out by answering them in our forum!
Lots of dogs like to burrow (either under the covers, a blanket, or in a plush dog bed). It creates a safe and comforting environment reinforced by the warmth and companionship of their human or other dog, much like a den would have been in the wild. It seems it may be partly psychological.
Completely agree with Deb! My dog loves to be under the covers and snuggled to my side
Just a few minutes ago my little dog dragged her blankie out of her cage and up into my lap to protest the loss of the blanket I normally cover us up with in the morning as I drink my coffee :) She loves being warm whether it be from person heat, sunshine or her favorite blankie. Never considered she was making a den situation in my lap!
My first dog who was a Cavalier KIng Charles Spaniel loved to sleep under the covers or crushed between my husband and I. I now have a Havanese and he doesn't even want to get on the bed. I'm ok with that as a dog sleeping in bed causes it's own issues. My Hanvanese loves to sleep under things and in small spaces. He likes the protection around him.
Doggies get cold too, just as humans do.