They may try to sit on fake boxes, but I suspect they still prefer real ones if they have the choice - either for the reason given in the article (memories of cuddling up with their mother), or (this is just my pet theory) protection - if the enclosed place they choose to sleep in (which in nature would be some kind of tree hollow, rock crevice or underground lair) is just large enough so they can barely fit inside, they're less likely to be surprised by predators bigger than them while they sleep? Another reason is probably that curling up minimizes heat loss, which helps save energy when it's cold.