All of my snakes tend to sit inside the warm hide on the flexwatt when in shed. I think it might have to do with them feeling a little cooler with the fluid between their new skin and the old skin aka the 'blue' which is actually body liquid. That's why if you grab a very fresh shed, you will notice it is all wet.
I equate it like when you get out of a swimming pool and feel kind of chilled until the water on your body warms up from the sun etc.