Cats may like to sleep under pillows or other warm, cozy places because these places provide a sense of security and protection. It may be warmer under the pillow, and the pillow may provide your cat with some extra support. Cats may also like to sleep under pillows because they can observe their surroundings without being disturbed by people or other animals. In addition, cats also have a behavior called "massage", which is to use their bodies to press surrounding objects to release pressure. Therefore, cats may also like to sleep under pillows because it satisfies this need.
In general, cats like to sleep under pillows because they can feel safe and comfortable, and at the same time, cats like to sleep under pillows. Able to observe the surrounding environment.