I guess preventing us from putting on new sheets is in their "kitty contract" because my 3 do the same thing! We could close them out of the room but that wouldn't be any fun!
Two of my cats loved it, too. Biga, who I lost in 2006 used to "help" me make the bed every week, and when i was done, there was always a small bump on the bed. Now Baby does the same.