When I had a fireplace I used to love to sit with my back to the fire and let it get really, really hot. Then I’d run to the sofa and press my back against the cushions. Ahhhh! Or, when my late husband was still with me, I’d run over and press my back against him. Hehe.
I only have an electric space heater now, but I keep a heating pad on my sofa year 'round, and when I’m tired or sad or just cold (even in the summer), I’ll sit with my back against it. Very comforting.
I don’t know why the idea of “kinky” in any sense would ever be associated with warm-blooded mammals snuggling up to a heat source. (Scratches head in wonderment…)
Growing up where winters are deeply cold, I’ve learned to appreciate heat in many forms. I’ve even used a hair dryer to warm me up when I was desperate and living in somebody’s basement, with no bathtub available. Hot baths are the best thing for cold bones. Not good for my skin without adding some oil to the bath, but a hot bath until I feel like mush, flannel pjs, then bed with a heated mattress pad was my routine after spending entire days out in the cold. So I could get up the next day and do it all again.
I don’t sit in front of it as you described, but I enjoy having a fan-type electric heater in the bedroom. The gentle drone and pleasant warmth is conducive to sleep. I know many folks prefer their bedroom cool, but I’m not one of them. Sometimes in the summer when the A/C is running I’ll run the heater on “fan only” just for the sound.
When I was a kid there was a fad for men to install sauna kits in suburban homes to “raise the property value.” So of course my Dad and his friends all ordered one and then helped each other put them in.
The only time ours ever got used was when we kids had been outdoors playing in the snow. Then 6-7 kids would drop their coats and sit in there with steam rising from the wet cuffs of our pantlegs and sleeves. The sheer force of the high temp and painfully dry air was a powerful sensation.
You had to be careful though, because wearing jeans in there you could get burned if the metal grommets heated up too much. AMHIK
Another sensation very close to what the OP describes is getting out of a cold swimming pool and then laying in the sun. I do think basking is a human instinct, and certainly a mild dopamine hit.
On the opposite end of the spectrum, my thick-coated Bernese Mountain Dog loved to lie directly against the wall-mounted vent in the summer when the A/C was running. I tried to explain to him that he was actually blocking the cold air, and we’d all be better off if he placed himself a foot or so away from it, but it was no use. He loved the sensation of cold air blowing directly into his fur.
Back before we knew about skin cancer.