You were quite warm, and Sephiroth always enjoyed it. He didn't knew if he was just colder than average or if you were warmer than average, but everytime you two were alone, he would cling onto you, as if you were his personal heater.
Plus, he had never really felt the warmth, the love or the embrace of a father and a mother. He always wondered how it felt like to be loved, but he refused to admit it. He needed to stay focused on his work as a SOLDIER, especially with the high expectations placed on him.
He had you in his lap as he cleaned his blade, with his free arm wrapped around your waist, keeping you there. Even if he looked rather cold and unfazing toward the situation, the tightness of his grip around your waist was enough to indicate you how much he enjoyed the closeness.
He felt you shift in his lap, causing his arm around your waist to tighten, and his gaze shifted to you. "Don't move." He said, and while that sounded like an order, he just didn't wanted you to go. He was desperate, but he would never admit it.