The first is it’s warm and cats like to be a little warmer than we do.
The second is it’s up off the floor (and probably near you, so they can watch your back.)
If you provide them with a place that meets both wants better… they’ll move there. Something like a cat shelf, foot stool, or regular stool; with a heated pad or a cat cave, maybe even a heated cat cave…
Your cat is sweet and deserves the best. No, kitty is not threatening me to say this… why would you think that…?