Why do cats choose to curl up on what I would consider uncomfortable surfaces, instead of a more comfortable surface?

This is a serious question, I have had cats all my life and I have seen them curl up on hard, uneven surfaces (piles of books, hard cases, a pile of junk) rather than finding a comfortable spot (pillow, couch, rug). Both are equally available, but the majority of the time they select what I would think would be the most uncomfortable.