To be honest I'm not quite sure myself. Georgie seems to enjoy swinging, though first time Lucy tried it, it kinda freaked her out.

http://s49.photobucket.com/user/Jessi64 ... z.mp4.html
She didn't quite know how to stop it.

Granted, both she and Alex have voluntarily climbed onto one of the two playstand swings for only a few seconds. My guess is either they wanted something a little different, or they forgot that the swings move.

Alex doesn't like to sit on a swing, but she will hang off of the toys in the cage and swing that way (basically by flapping her wings, causing the toy to swing and spin). So I guess she only likes swinging when she's being a little extra crazy.

I would say that it is because it replicates the sensation of swaying on branches like Tielfan said. I imagine it's quite a natural comfort for them