It is probaby for comfort. He/she has come to rely on him/her blanket as a comforting source in her life. It is not the best thing forhim/ her, and my advice to you would be to try and break this habit. Hide the blanket for periods of time, each time getting a bit longer. This way you can try to break him/her out of the habit without it being too difficult and abrubt for him/her.
