I told that very thing to an elusive mouse just today, when I found a nest just starting in the ignition housing of my emergency generator, and also now I knew it was about time to replenish the peppermint-oil mouse repellants.
This machine in question, which is calculated to protect the gizmology lab from flooding in case of the apocalypse, lives outside under a tarp, and is also covered by a little shed roof. Therefore, it is a perfect place for mouse nests: for young mice just starting out in the wild world and learning to find the best places to settle in and start a family of their own. Certainly, my machine has some cozy little cubbyholes inside its electro-mechanical works.
My problem is, and correspondingly the mouse's problem too, is that despite how smart they are supposed to be, mice really know nothing about machinery. They will be chewing, peeing, and rearranging things in a way that will just not do, in a place like that.