The smallest among us do not really need a pillow. They sleep on their back, and in that position the neck needs no extra support.
Different for adults
It is different for adults. We also sleep on our side and sometimes on our stomach. The neck then needs support.
The pillow we make
The pillow we make for babies is filled with the finest quality down. Extremely light, extremely airy, more a cuddle than a pillow. The first acquaintance with the craft, if you like.
It grows along
When the child grows older, the pillow grows with it. We gradually add more filling.
For the comfort
Some children simply like to lie with it, hands underneath, for the feeling of comfort. That is a reason too.