Mine do the same, but instead of my climbing up my pant leg, they climb in through the "pee hole" in the front of my pajama pants. It was weird at first, considering the location they enter, but they obviously don't know "whats in there" hahaha.
They also love my hoodies. They'll hang out in the hood or the front pocket. They've become big fans of my hair too, now that it's long.