Including areas with prospect and refuge in designed spaces is an important principle of biophilic design (for more information on biophilic design, read this article). Human beings are very comfortable in biophilicly designed environments.
In a space with prospect and refuge, we feel secure/protected and have a view out over the nearby area. A tree house is a prototypical example of a space with prospect and refuge.
So is a canopy bed.
Furniture can give us a sense of prospect and refuge.
As can small buildings like this garden shelter, for sale in London.
Spaces with dropped ceilings and long sight lines have prospect and refuge.
This under-stair area is a protected space from which to view the world.
Window seats have prospect and refuge when people perched in them feel they have protected views of whatever is nearby.
There are many ways to create prospect and refuge in a space, and the effort required to create these secure-feeling spots is justified. Humans are never more comfortable than they are when they're in a cave (or a pseudo-cave) with a view!