Brian is right - it's the "hum" that attracts them. Plus it is warmer too.
We had a MAJOR problem on the Sunshine Coast at our last place - they would build nests in the circuit breaker box, as well as IN the garage door opener box. REAL problems - at one stage until I fumigated, the power would trip off like clockwork at 7:10pm every damned night - it seems they were coming home after sundown! EXACTLY 7:10 without fail (there are NO timer switches in that house). Fumigated, no power going off. Then the remainder moved to the garage door motor/control box... at one point, since my wife had applied the barrel bolt on the front door before we left and I could NOT open the garage door, she had to climb on the roof of the car onto our first level balcony (she was a gymnast in her youth, like a lot of Europeans, plus she weighs 45kg on a bad day) to go downstairs and open the door (and I was about to drive to Bunnings and buy a ladder...the versatility of a good woman
)
Anyway, it is the hum of the electricity that draws them in -right frequency, watch out. Years ago, you used to be able to buy a circuit add-on that apparently shifted the frequency to an undesireable range - not sure how effective they were as I don't see them for sale any more, with or without steak knives.