Some experts in all things feline have even suggested that getting into a cardboard box reminds the cat at some level of the security it experienced in the womb.
Possibly such a small and enclosed space reminds them of the days when they would cozy up to mother and their fellow newborns. A box takes them back to their kitten days when they felt secure and safe in the world. We humans often do the same thing looking for ways to take us back to times when we felt most secure.

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