My U2 likes to crawl under things, be it blanket, apron, shirt, (if given a chance), he loves being wrapped in a towel and cuddled. I'm guessing that parrots like to burrow!
Many birds enjoy cuddling up and GCC are BIG snuggle birds! While my Loki himself doesn't do this, I have seen other birds do something similar. Another Goffin's owner that I've met doesn't use a carrier of any kind when transporting her bird to and from boarding or the vet's. She literally carries her inside a hooded, zipped-up sweatshirt.
Sounds like yours just likes to be as close to you as possible
My little green cheek loves to get in my husbands TShirt. He will crawl thru the arm and all across his chest. My husband loves him to death but sometimes he likes to give him love "pinches" while he is in there, then the real fun starts. LOL
I think it is totally normal. He likes to go under my shirt after his shower for a few minutes. He has favorite things to do wth each of us. When my husband takes a nap on the couch he likes to sit on his head and nap with him. I think he loves us both equally which is a good thing.
Both my Sun and Dusky LOVE to hide down the front of my shirt and poke their head out and quick scurry back down my shirt. I don't know why they started it, but they love it.