I remember posting about this on Cat Chat, so apologies to anyone who knows the tale (tail?!)
My daughters cat, Lucky, had a fetish for woolen things. He "fell in love" with a blanket on my daughter's bed and regularly tried to (there is no polite way of saying this!!) have sex with it. And this was a cat that had been neutered and was probably about 10 when he first started his blanket relationship.
Later, we persuaded him to turn his attentions to an old pullover which became known as "Wa**y Woolie" .....
And yes, he did seem to do it when it was most inappropriate ....