Lol I have a story to tell
My cousin's hedgie, Lulu, was bought by a breeder at 4 weeks? I think. And when I held her for the second time, she just fell asleep on my chest, nothing covering her, in the middle of the day with light and everything.
I didn't know anything about hogs at that point. It was the second time I held a, and saw a hedgehog.
But as I started googling and learning, I learned they like to be covered, so I put her under my shirt, and she loved it. She didn't fall asleep on my chest again, she had to be covered. So I don't think she knew that being covered on a human was a thing. Lol I don't know.
But Igor, when I got him, goodness, he didn't even wanna sleep near me, luckily now at cold temperatures, he'll sleep under my shirt too.
So maybe your hog just doesn't know he can be covered while being on a human? Lol I don't know, they are such interesting creatures