He is leaving his scent on you so that other dogs will know that you are part of his pack. My dog does the same thing, it gets a little annoying because he can't just lie down next to me, he wants to rub his neck on me and he is 90lbs. They rub their scent on things to let other dogs know it belongs to them.
Dogs are very attached to the people they love, and tend to. If the dog feels like part of the family, they show their affection just like you. When you pretend to cry, he's only showing that he cares, and that he wants you to feel better, so he is there for you, that's what he's letting you know by doing this. Same thing with cats, if you are feeling down, they have a tendency to sense this, and they come and sit in your lap, or lay down next to you. Animals also pick their people, I have a cat that is mine, but she prefers to hang out with my daughter. I would just accept that the dog has chosen you to be his favorite, though he does love the rest of you, he will always respond best to you. Hope this helps. Good luck.
