Threat and stress are perception; real or imagined. The more sensory input you can give your brain the more perception of the environment is has, and that fosters comfort. The skin is the largest sensory organ in your body. The more skin you can get in the game the better. When you walk on two feet you get pressure coming into the feet with very little sensory input because you are wearing foot condoms ( otherwise known as shoes). You feel stuff but it just ain’t the same. Get it? When you go to the ground you have more pressure sensory feedback, giving your brain a perception of less threat.