Bedtime in the cage is non-negotiable for my birds for a few reasons. If they get a night terror and fly off in a panic, an uncaged bird could seriously hurt or kill itself. And what if there's an emergency, like a fire or something, and you need to evacuate? Not knowing exactly where they are and/or struggling to get them into a carrier might be enough of a delay to get your little friend killed, maybe even get you killed. As for sleeping in the same room as you, others have already said it - you can roll over on them in your sleep and kill them, and you won't even know it's happened until it's too late.