Cattle are herd animals, social animals, and spend a lot of time grooming each other.
When you are a member of their herd, they extend this to include you.
We pet calves who don't have their own mum - they need that kind of attention to make them happy and contented, and they grow better. And we like it too.
(I snuggle orphan lambs for the same reason - they do better when they have some cuddles!)
My top tip, though, is don't pet any calf on the front of its head. Discourage contact between the front of its head and any part of your anatomy.
If you watch a mother with her calf, she spends a considerable proportion of the time licking upwards from its chest to its chin. So I do that too. (With my hands, not licking!
) As well as cuddles just like you are doing in your pic, Karen.
As to training - they're not dogs, but they are trainable, yes. They love routine and learn sequences of events very quickly. Make them happy and biddable by keeping sequences the same - for instance, Plenty goes from cubicles to byre / milking stall, where there will be cake. (I may milk her while she's here, or not. She doesn't much care whether or not I do!) Then to the pen where her calves are; there'll be a bit of cake in a bucket there for her. When she leaves that pen she goes into the cubicles, where there will be some cake in 'her' slot in the feeding barrier. So all I need to do is open the door/gate/pen/neck chain and off she goes to the next place I want her.
And of course, oxen are still worked in some cultures and I am sure there must be someone somewhere in the UK working oxen. Adam Henson has a couple of Vaynols they use for displays, doesn't he? So oxen can be trained - I don't have any information on what techniques they use, mind.