Why do dogs like to snuggle their noses into soft things?

[TimTamTerrier]

Is it because they want to warm their noses up, or is it that they like the soft feel and their noses can feel it best because of the lack of hair? Or do they just do it because they know it looks cute?

Well obviously it's because they know it looks cute.

My dog likes to bury herself into her blanket then stands up and walk around for a bit with the blanket covering her as if she pretending to be a ghost - small dog so blanket completely covers her - I then make a whole fuss about trying to find her under the blanket, which clearly amuses her; it's a simple game, but we like it :)

Have you ever seen a puppy pile? A litter of puppies all snuggled up together? That.