Discordant sensory input is often known to relieve anxiety and stress. The same concept is why things like fidget spinners and other fidget devices seem to work and calm those with overloaded sensory input. It’s the fact that you are in control of the input - especially the frequency and intensity - that relieves your anxiety.
It’s all about control.
The fact that sticky things appeal to you, in particular, is more about your particular tastes. Just as much as why you might like a particular color or flavor over another. 
Discordant sensory input is often known to relieve anxiety and stress. The same concept is why things like fidget spinners and other fidget devices seem to work and calm those with overloaded sensory input. It’s the fact that you are in control of the input - especially the frequency and intensity - that relieves your anxiety.
It’s all about control.
The fact that sticky things appeal to you, in particular, is more about your particular tastes. Just as much as why you might like a particular color or flavor over another.