I had something similar to this with my Labrador puppy (many years ago). She would go to sleep on my lap with one of my fingers in her mouth, very gently. It is one of my happiest memories of her (and there are many

). She grew out of it, and became more like a sister to me than a member of a different species. I would say, enjoy it while it's happening. Personally, I wouldn't worry about anthropomorphism - dogs, like us, are members of a social species and are able to relate at an emotional level as well as a physical one.
There may be more modern views on this, so take this if you wish as just an anecdote from forty years ago.
He looks lovely in your new avatar.