"What is it with cats and instrument cases?"

The cat is looking for a den, the sheltering home he would have found himself in the wild. In the house, a box is the closest thing. A cushion is nice, but a box is a hide-out.

Imagine how you would feel if you lived in a home full of creatures so huge that you came only halfway up their shins. In addition, these creatures are not very intelligent and not very graceful. They lose their balance far easier than you do, and they are so high in the air that they sometimes step on you because you are too far down to see.

In addition, you have share your dwelling with a hereditary enemy. (For a cat, that's a dog.) Wouldn't you sometimes long for a hide-out?