Proof that snakes can be affectionate

[Valyndris]

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.

Whether he does it for warmth or affection we may never know but he makes me so happy when he does this, while he gets his warmth too, so it's a win win.