I'm not entirely sure it's cos he likes it...I think it would be nice to think that, Although I do think they quite like being stroked at times. My girl often closes her eyes when I do this and sometimes it's just the eye nearest my finger...so I think it's more to do with eye protection! I don't think they get scared, they just protect themselves much the same as we do. I tend to do it on her neck more now and that doesn't bother her at all.
Do you have a photo?