MOST animals of any species have personality -- if you look for it. And I think that the shining personality is not found more in a dog or a cat or even a person for that matter. Strictly an individual by individual thing.
You say you think cats are more lovey and cuddly -- I'm sure that's probably true of some cats. And I heard someone say just the opposite about Yorkies, that they are more loving and cuddly. Well, our first Yorkie was NOT lovey dovey AT ALL. Very smart, entertaining and always glad to see you. But terribly independent and just as glad for you to leave as for you to come home. Pick him up and snuggle? NO WAY! He'd be out of your arms before you could settle in.
And animals DO choose people. Our current Yorkie is ALL MINE. He loves my mom and will run to my mom if I scold him -- otherwise, he is on me like white on rice. On the other hand, our 2nd cat, taken in as a stray kitten last year, is a big mama's boy. He will stand outside her door and cry if it is closed and walk through the house crying if he can't find her. He could care less if I show up or not, unless I happen to have food. Then he's my best friend.
However -- and this is weird -- he will let me pick him up, hold him, scratch him and just purr and purr. He will lay by my mom. Sit in her lap but will NOT let her pick him up and hold him for more than a minute. Go figure.
Each animal -- Yorkies included -- are as different as any people you'd meet. While the cat will probably never completely warm to me, he no longer jumps up and runs away if I stop to kiss or pet him. He still won't come directly to me when I call (unless I have food) or stop to let me pet him if he is walking by. But I
can scoop him up and hold him -- and he'll let me.
So ... give your little guy time. And keep trying. If you get mad or frustrated by this, he'll sense it and resist you even more.