I often do this, for various reasons.
The pressure is comforting.
When I'm upset, irritated, tired, or just lost in thought my hands do things I'm not really aware of - fidgets, finger-tapping, fluttering at my temples/outer corner of my eyes, finger-braiding. It tends to blow my cover a little, and as I'm not "out of the closet" with my diagnosis to many people I find sitting on my hands keeps my disguise more firmly in place.
I have Reynaud's and when my hands are going white/scarlet sitting on them keeps me from scratching my skin off.
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~MissChess