My Pussy Cat Kneads Me

As I'm writing this, the long-haired black cat (now about 6 years old) is on my lap. She's massaging my thigh with her two front paws as she purrs contentedly. I wonder why they do this (but not with enough wonder as to want to look it up or perform any research on the subject).
When I was a pre-teen, I was allergic to cats. Their hair would make my eyes swell up and turn red, I'd have an asthmatic attack, and--if the cat would scratch me--the scratch mark would swell up and itch. Major ugly! It was usually worse in the winter. I seem to have outgrown this affliction.
I live in an area that has a colony of feral cats. We don't do anything about them because they keep the mouse/rat population in check. My particular girl cat was whelped on the front porch. Her mother was quite bold. One day, when she was off looking for food, my housemate decided to take in the black kitty and her brother; a gray short-haired cat.
I named the male cat Grayson (since he was gray). The long-haired black cat was given the name Madison. When asked why, I said, " 'cause she's my Madison Avenue Pussy." It didn't go over too well, but that's what I call her.
I feel blessed to be able to raise an indoor/outdoor cat. She doesn't need a scratching post since she has tree trunks and branches. She gets to run and jump without hindrances. She has a place to sleep inside at night. And her food comes from Trader Joe's; kibble throughout the day and wet food at night.
The dog is a little jealous of her. He doesn't like seeing her get ANY attention. It's the closest I'll come to children!