What a wonderful answer! Thank you, I have noticed this when I'm petting Radar - he's not a lap cat but cuddle time is built into his daily routine, during which for 20 minutes or so he is all over me dribbling and kneading, and I also have noticed the hairs at the base of his tail standing up.
I always think of it like when we get goose bumps from hearing a good piece of music that makes us a bit emotional (rather than due to cold air!) and I know goose bumps are caused by piloerection whether they are a result of a need for insulation by raising the hair, or from excitement or other emotional responses (that feeling of the hair standing up on the back of your neck as an emotional response is the same thing I believe
Interestingly, Radar doesn't puff up all over when he's upset - he gets a mohican down his spine. I've thankfully only seen it a couple of times (when something comes through the letterbox, he hates that!) because he is such a bold and at the same time gentle cat, it takes a lot to disturb him to that extent