Have you ever watched a documentary on native people in South America or Africa that still live in the traditional way? Many of them will squat down in a position similar to what you describe because it IS a very comfortable position and those peoples do not usually have chairs. So I don't think your preference for that "bird-sit"-position is so much out of line, it's just that the people around you are not used to seeing it.
I personally love to sit Indian style or a semi-version of it where I only fold one of my legs, leaving the other one stretched out. I assume this position even on chairs or other furniture and think it is very comfortable. My family has long since given up trying to talk me into sitting "normally", mostly due to the fact that I tend to sit in the usual way whenever I am in public, seeing as I don't like having my trousers soiled by my shoes.
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Yes, I am serious about that avatar...