it's comforting, especially to someone who's just experienced emotional, psychological, or physical hardship. The weight and warmth of a blanket can be an incredible boon to someone who feels metaphorically exposed. It can also be a medical necessity: a person who is emerging from the adrenaline surge, circulatory elevation, and hyperventilation of a traumatic or stressful event can actually go into shock once the effects start to wear off. The pronounced "low" after the physiological "high" can be both dramatic and abrupt. Someone who was just running for his/her life (e.g.), or whose endocrine system was in full gear for the possibility at least, will be in need of physical warmth as well as the aforementioned psychological comfort once they hit the crash after the fact.
