Before I was a furry, I was interested in this one guy. We flirted for awhile, and one time, while I was talking to him, he reached his hand up into my hair and scritched the back of my head. I froze, quit talking, and my eyes sort of closed. It was the first time anything like that had happened to me.
But anyway, most people have sensitive scalps. You notice that when people kiss, they'll run their partner's hair through their fingers. This is simply because it feels good. I also think there may be an element of comfort in having your head cradled and touched because it brings back infantile feelings of being mothered, and as my own mother says, "Adults are nothing but grown children." Everyone, regardless of their age, likes to be babied, more or less, by their mate.