Dogs pee for a variety of reasons from fear, stress, anxiety, ultra respect/submission, a status statement, marking their territory, sometimes marking his territory in an attempt to protect you and himself, etc., in addition to full bladders. He's likely expressing his anxieties and relieving himself where your scent is largely concentrated and is most comforting to him or he's making a statement of some sort that is important to him. That's routinely why most dogs pee their owners beds or in their bedrooms or couches or on their shoes when they are frustrated and stressed or need to mark for an important reason.
Telling us more about when and where he pees would be helpful. Is it when you are away or when you are getting ready to go to work or during the night or when?
What is his life like - how does he spend his day all day and is he a calm/submissive, anxious, dominant or aggressive dog? Which of those would you say best describes him?
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