That's not universal. I've read that infants / small children tend to like sleeping while wrapped / confined. This adult: not so much. (Part of that is probably the Minuteman attitude I've adopted since becoming a single parent a couple of decades back. Anything which interfered with my ability to quickly respond to / protect my kids had to go.)

I do think it's the warmth. Part of our maintaining constant muscular tension is maintaining body heat. While we do seem to want to chill down slightly for sleep -- my observation, based on how often I'd nap on the bus and awaken sweaty, and I seem to recall reading something about that -- IME that tension does noticeably interfere with quickly getting to sleep.