It could be he's retreating to his bed when you are not around as he feels safer there. Perhaps your son or husband are a little rougher with him than he likes or he hasn't really bonded with them as much yet. How old is your son? Many Yorkies are leary of young children as they fear injury, which is often justified. Same reason some of them don't like men - men can play a bit rough with toy dogs. Many dogs feel a little insecure up on high furniture - while others never seem to care what they are on. I would have the guys video a couple of these play sessions so you can get a feel for what happens - bearing in mind they just could modify their behavior a bit knowing momma is going to be watching.
Maybe you can have more play sessions down on the floor with you in attendance with the guys and make sure they understand Yorkies are fragile & sensitive little dogs and perhaps a gentler way of approaching Milo might be in order, keeping the sessions with the guys & you very short and fun. Good luck to you & your guys!