Cats usually like to sleep at hidden places - especially when they feel less secure at their home.
Especially kitten who are became single cat in a very young age use to sleep under covers which helps them feel secure.
Usually kitten are cuddling with their siblings when they sleep and also with their mom while she is feeding, grooming or just sitting with her kitten.
Since your kitten is sleeping under the cover and purring loudly I assume it feels alone, insecure and lost.
Therefore I would recommend to get an additional cat (especially if your cat has to stay alone for a long time during time) or to give her very much attention and play time.
hope that helps.
it can be both a protective measure where they feel safe under the covers.but also many cats like to play and run under the sheets, just like if you have a large sheet of paper or plastic, or even a paper sack on the floor they will run and play under it. maybe by the time you go up to bed she has just finished playing under the covers and has just tired herself out. nothing to be concerned about. many kittens/cats do this.
She wants to be with you, its totally notmal.just let her lay with you or if you dont want her to put her on the floor and give her a nice place to lay on..Maybe a Blanket or two.
Mine does two.
Most of the Time she sleeps right above my head, and even grooms me. This is going to sound really stupid but I am %100 percent sure she has the soul of a cat that died last year who was always with me. She even guarded me when I was born, she went to the door and back to me.
Soo, normally your cat would sleep in a secluded area, but she rather be with you, in another secluded area. my kitten Isis would agree with Roxy. They just want to be with there person.