oh dear god /melt
He loves the pillows cuz they're squishy! Although the bed you've been posting pics of is great, you might want to think about getting him a squishy bed. My dog also loves pillows - blankets too - because they're soft and squishy. But I got him this bed and now I can't even get him to lay on the couch with me anymore lol.
side note - yes, he's fat, I know it's my fault, shut up.