Canines instinctively want to sleep near or touching other members of their pack and any other arrangement seems wrong to them if we look at it from the dog's point of view. Plus, whenever a Yorkie even once they really like, it becomes an expected habit for them.
Besides, who doesn't want to sleep with their warm, sweet Yorkie! Seriously, though, given an option, he may choose to sleep in his bed at times during the night in addition to your bed. Most dogs wake frequently and change their positions and sleeping places often during the night if given options.
Tibbe will start the night right beside my head on my pillow, moves next to my midsection on the bed, then changes to the foot of the bed and often down to his airline crate on the floor for a while(especially during the summer) before moving back to beside me on my pillow, all during the course of one night.