Why does he cry?

My 9month old kitten has a favorite toy that he has loved since he was just a few weeks old. Every time he plays with it he carries if around in his mouth and cries. His cries are high pitched little baby sounding cries and he has done that since he was little.
Does anyone know why he might do this?

Not uncommon at all.. in fact we have quite a few threads on this topic.

Here's a couple:

 [thread="239853"]Carrying Toy And Crying​[/thread]  

 [thread="161826"]Crying Carrying A Toy​[/thread]