We come home from the store, unpack the groceries, the empty bags and boxes are on the floor for 2 seconds and boom…both our cats are inside of them. And then they get pissy when we pull them out and throw the bags and boxes out. What is the psychology of cats that they want to live in a brown grocery bag or a card board box? If we don’t throw the boxes out, they’ll sit in them all day, purring up a storm. Why do they love them so much?
Ah, yet another poster trying to ponder the mind of the weird-assed cat. 
There is no real why with cats, pkbites. They just are.
I’ve lived with cats all my life, and my best advice is to just leave the bags/boxes on the floor till the cats are through with them. A happy cat is one who gets exactly what it wants.
Peace,
mangeorge (Harry the cat agrees with me)
Cats like to investigate their environment, and they like small spaces that they fit into snugly. I’ve observed my own weird-ass cats (I really like that term, Mangeorge!) do the same with bags, boxes, dresser drawers, anything that they can push their faces into.
But I think george is right. Keep 'em happy and just let 'em think you got the bags and boxes exclusively for their own private use. It keeps everyone happy and your home truly harmonious.
Weird-ass cats like small spaces that make them feel secure, like a a little den. One of my weird-ass cats will even fold his 14 lb. self into origami to sleep in the basket I keep the dog toys in. Also, paper-bags are fun to play in, because they make a very intriguing noise when they bat them with their paws. They also like the plastic bags because they make an interesting noise when they pounce on them.
Not only that but they just have to rub themselves up on my monitor when I’m using the PC and never at any other time.
When I had only one cat there wasn’t the same rush to occupy the newest bag/box so maybe its a competition thing.
I’ve seen cats of mine try to squeeze themselves into boxes that are at least two sizes too small for them. I don’t know why. Perhaps just because it’s there, and they know that their presence in said box keeps me from throwing it out, and they enjoy inconveniencing me.
I’ve also seen a cat sit on the outside of a paper bag, effectively sealing it shut while another cat was inside. Outside Cat would just look at me like “What? You see something wrong? Ain’t nobody in there,” while Inside Cat rethought its position in the household hierarchy.
I have noticed the same behaviour with my three (Hal, Andy, and Big K). I think they believe it is a cave, and they are protected. Plus, I don’t know that they are there unless I look in or pick up the bag. Maybe they enjoy hiding in obvious places to watch our pitiful lives.
Cat’s and their tiny walnut sized brains are not that far removed from the wild and one of the traditional places for wild cats to be happiest was in dens which are nice and small and snug and dark and walled on all sides except the entrance…like paper bags and boxes.
The affinity of catz for empty bags and boxes (and toilet paper rolls and catnip sox) maybe be expressed thusly: The interest of the cat in such ad hoc recreational paraphenalia is directly proportional to the amount of money you spend on store bought cats toys. Drop a hundred bucks on a custom made designer catnip mouse and they will treat it like Typhoid Mary while they play cat tag with the box it came in. Catz exist for the sole purpose of reminding Homo Sapiens that he is not the pinnacle of evolution.
I doubt that the behavior is caving. They play with the bag, not just hide in it. Besides, how many wild cats live in caves?
Peace,
mangeorge
Once at a store they were selling the miniature store displays of tents. We bought a small dome shaped one for our cats. They loved it. It was just big enough for a cat to sleep in. Sometimes one would be on the inside and one on the outsides and they woulf mock fight across the living room with the tent acting like a hamster ball.
My cat opens the door of the linen closet and sleeps in there. Pretty soft cave, but that must be why.
I’ve also had cats who would happily climb into their carriers just for fun, but would take your arms off if you tried to put them in the same carriers for a trip to the vet.