If you do, then stop it. If you do that double crossed/entwined thing that some people manage that is often accompanied by the perched sideways approach to a keyboard, that really messes up the body. That habit pulls your pelvis out of alignment which causes further compensation elsewhere and that leads to structural stress which leads to dysfunction and pain.
Of course stopping is easier said than done. There is something comforting in this action. It's the leg equivalent of sucking your thumb and many people find that it calms them or they feel that they can concentrate better in this position. It's as if getting into your 'work position' signals the body for the activity ahead.
We are such creatures of habit that we have a favourite posture for most things. Sleeping; do you prefer the foetal position? Do you sprawl? Lie on your back or front? Do you curl up on the sofa or do you spread out? Whichever way you habitually do things it is difficult to change. It is much more difficult to break a habit than it is to bring on a new one.
So, when I explain to clients that working with their legs crossed is damaging their body I don't then ask that client to stop, instead I suggest that they start a new habit.
Stick a wobble board under your desk so that your feet can play with it. Throw a few tennis balls or even better an assortment of different textured balls under your desk and put your feet onto them. The massage will be soothing and good for your feet and hopefully you will soon be habituated to a healthier seated posture.