My mom crocheted and knit a couple blankets for Emberly before she was born. Emberly used them but never developed any sort of attachment to them.
Bauer, on the other hand, is all about his blankies. He loves burying his face in them for snuggles. Loves stroking them while nursing. He'll drag them behind him while playing. And occasionally, he'll insist that we wrap him up like a burrito in them (and this is especially his favorite naked right out of the bath).
My only explanation for this is that he slept independently from a younger age and developed his attachment to self-soothe. I'm not sure why he prefers the handmade over say the fleece or cotton jersey knit ones though. *shrug*