I'd like to know, too. Nigel, my older black and white (really white, white) loves to roll all over my front steps when he can sneak out. It drives me crazy because then he is black and brown!! I thought only dogs do this. My little one, T.C., has sneaked out a few times and doesn't do this.
It's something fun to do and it feels good. Most indoor cats do it too, but they dont have the chance to get into the dirt. Every cat has a different personality and you guys are lucky enough to have ones that enjoy the dirt