I bet that's when he purr's the loudest too
I don't think this is a case of normal or not normal behavior, its an instinct that's left over from feeding , when they kneed at their mother to help extract the milk.
All of mine do it ,from the baby to the eldest, Roxane likes to do it in Terry's armpit needless to say that is not the time he finds her most adorable.
Mishka still does it and even my Monty he is seven ,every time he gets on my lap he starts kneading , we have named this phenomena doing puddins.
Personally I love it , I think it is so cute.
When my Midnight was still alive he used to enjoy doing it so much that he would drool and he was 19 years old at the time
Enjoy it, its yet another precious memory