Cats have an intrinsic interest in yarn. They know it's something they can shred. Humans make it even more irresistible when they knit by animating it. What cat worth her tuna could resist those little jerky motions that indicate the prey is at her untender mercies?
Fortunately, even before I took up knitting in February, the girls had learned the phrase,"Not yours, MINE."
They don't like it. They intermittently check to see if I've changed my mind. But if I say it firmly, particularly if I removed the questing paw at the same time, they believe me. It can be very cozy to knit with snoozing cats on lap and legs.