Yes I believe they do. My cats always love sleeping on my laptop, I think it’s because they feel warm and comfortable. At home, I have some small soft fluffy blankets on top of the bed that my meows like to lie under. If one of them moves and comes out from the blankets (and I notice they are no longer covered), I gently put the blankets back over them. This is often met with a little meow and their paws kneading the air, showing their appreciations, all while keeping their eyes shut.
Milky, my eldest cat is a real seeker of comfort. Sometimes I prepare a special spot for him (like a box with a blanket, or a cushion in the sunlight through the window), pick him up and take her to the new ‘nice spot’. He grumbles under his breath when I pick him up, but as soon as I deliver him to the new comfy place and say ‘nice spot’, he snuggles down and starts purring.
I’ve been doing this for that long now that often times when Milky sees me preparing a new ‘nice spot’, he actually wanders over and waits for me to finish, then jumps in himself. I’m always gifted with the slow ‘I love you’ blink in return. Love you Milky.