From my experience and understanding, my dragons like to be cuddly and close with their owner and get comfy when they’re out and about or snuggling up, they’ll fall asleep on or close to you if they trust you.
Or if they’re exploring around a room or something it’s just their natural instinct to go and find the darkest and warmest spot they can find to get comfortable in.
Another thing, often my beardies will have a load of pent up energy and I’ll let them run loose (while being supervised by me and only one out at a time) around and play in my room and they’ll run back and forth through my room and tire themselves out and then immediately find a place to nap. It’s just a thing with beardies I guess