My girl used to hide behind the toilet or curtains and nap there. I though it was because the house must have looked so big for her, at the time she was about 2lbs and maybe 7" tall.
Now, both my girl and my boy are much more comfortable in the house, but they occasionally like the "cave" feel, so they have a few places I've done cave-like settings for them.
I put beds under desks and a soft rug under my bed. Some times they go in there to nap or to keep me company when I'm working
The point is, I think, your baby is not 100% comfortable yet. She doesn't know WHERE she belongs in your house and is looking for a place of her own where she feels safe and comfortable and which will be consistent--it will be there whenever she needs it