Because cats have a strong sense of self-esteem and are sensitive to their appearance, they care a lot about their fur. If they shed too much fur, they may become anxious. If you suddenly shave a cat, it may even become depressed.
However, some cats don't react this way; they might even enjoy playing with their fur balls. It's simply a matter of individual personality; every cat has a different temperament, and generalizations cannot be made.
