That is so funny -- Misty does the VERY SAME THING in our closet -- lays under my wife's clothes like that. And of course, she also complains that she then has to wash her clothes again, to get all the hair off!
Buddy lives in my bedroom closet. It started about 2 years ago. I can't figure out why. He has his choice of any human bed in the house. He has his igloo in my LIVING ROOM!!!!! There are dog beds in my living room next to his igloo and there is his very own futon mattress on my bedfroom floor. But he'll take the closet 90% of the time.