My Tigger loved curling up in the dirty washing and would wrap himself up in my ex's smelly shirts!
Never did figure out why he wanted to smell like he's been sitting 5 hours on a tube train.
I think they roll/sleep on clean laundry because they're trying to 'cover up' the smell of detergent.
You have to remember cats have some fairly basic needs that deterimine what they do - food, warmth, safety. A lot of their world is based on smells too.
We think it's lovely that they rub all around our legs and class it as affection, but that kind of behaviour is based on spreading their scent to us and thereby claiming 'ownership' of us.
One of the things that facinates me about my Tilly is her love of camouflage. She seems to know she's a black cat and immedately curls up on anything she can find that is black. We even made her her own little 'black box' by lining a cardboard box with black cloth. She's rarely out of it!