I have wondered this many a time myself. ;) As for Shion's motivation, I think the conclusion I came to is that in the anime, he sleeps on the couch simply because he can, because it's there, and its an alternative to encroaching on Nezumi's lifestyle/living arrangements any more than he has to. And in the novels, in addition to warmth and closeness and all of that, I think mostly he's there because there's nowhere else. (At least if I'm remembering correctly, there's no mention of the couch there, right? @_@)

But yeah, I definitely like the sleeping together idea MUCH better, and I do wonder why the couch crept into the anime in the first place. *_* If it was an attempt to blur the lines a little more as to their relationship? Or to highlight their independence from each other? Or simply a random design/visual decision? I WONDER. *_*