Do you let your cats sleep in the room with you?

I take care of a rat terrier for a relative of mine that went senile, and he sleeps in bed with me.
He could be lying in his dog bed fast asleep, but if he hears me heading to my room to go to bed, he'll wake up and run to the room ahead of me. I don't know why being the first one to jump in bed is such a big deal to the dog.

My cat sleeps on the couch or on top of the pile of dirty laundry in the laundry basket.
The animals have the run of this place. I'm just their domestic staff that feeds them and cleans up after them.