They act as a living, buzzing hot water bottle, if that isn't too terrifying a concept. You can even trick yourself into thinking that their sitting on your lap is a display of affection, rather than a ruthless bid to rob you of your warmth. If you died of hypothermia, they'd find another, bleaker use for you; "It's the circle of life," as Tim Rice would put it (and he always bloody does).
I got up early this morning, after having laid awake for what seemed an eternity, unable to sleep. Within minutes, my cat had led me to the kitchen to show me where her food was kept; she's good like that. She then sat on me for hours, while my storage heating system did its inept, puffy, stuffy, airblowy-yet-not-actually-warming-you-