From a biology view, maybe he likes the face the most because of bloodflow. Your face has more capillaries, and they are closer to the surface than most of the rest of your body. This is why small cuts on your face bleed so profusely. It also has a large surface area, and it may be acting as a 'heat mat.' As your level of enjoyment goes up, your bloodflow will increase causing the area to be even hotter.
Not to mention our warm breath. Not ever knowing for sure won't keep me from being affectionate to my pets...that's even good for our own blood pressure too.
Rudeness is the weak man's imitation of strength. Eric Hoffer(1902 - 1983)
“The greatness of a nation and its moral progress can be judged by the way its animals are treated.” ~ Gandhi