Jackson went through this too! I was sooo sad, lol. He always slept with me so when he started going under my bed to sleep or in his own bed, I was like aww. I'd do the same thing, put him on my bed, I even put HIS bed on MY bed! haha, nope didn't work.
That stage lasted a few weeks and now he's back on my bed again!

Occasionally, he will still jump off and go lay in his own bed or under mine, but he's always on my bed in the mornings and most of the night!