Why do cats rub their faces against things?
Cats have multiple scent glands around their face. When they rub their face on something they leave behind their scent to mark it and alert other cats to their presence (called bunting). They also do this as a sign of affection and to pick up the scent of their owner.
Cats have scent glands in their foreheads and cheeks, so rubbing their face against objects like shoes or blankets, even you, is a type of marking territory. Your scent is comforting, it sounds strange but some cats really are calmed and relaxed by smell of our sweat and react to it very positively.