I live in FL. and I also have done this...its very cute but I dont know if they enjoy it or it is glands or if they are fearful.But i do know they are very capable of running away and they dont!!
A friend of mine had a frog that would hop out of his aquarium (he had free rein over the room) and climb up her specifically to get his head rubbed. It was his favorite thing in the world.
http://allaboutfrogs.org/weird/general/frogtoad.html