If you sit down next to a cat, and throw your arm over the back of the sofa while someone reaches over from behind and starts to pet the cat, and then after a little bit you stand up and leave while the phantom arm is still petting the cat, the cat understands that something really freaky is happening, gets scared, and runs away.
I would have thought they’d be happy that whatever weird thing is happening is petting them, but apparently not. An arm with no human is alarming and bad. I think it’s cool that their mental model is that similar to ours.
They too have an understanding of object permanence for things outside their field of vision. They want to understand what’s near them and what’s touching them.
If they realize the thing touching them is unknown and it can’t make sense of what it might be then it might be something dangerous (and this instinct will still be there in a safe space in your home).
It’s even more than that. The cat thought it knew who was doing the petting, then the world model with that explanation was yanked out of existence.