I got my last dog (Dalmatian) as a rescue when she was 3 months old and immediately went back to Azerbaijan with her (got her in the US while I was home for my sister's wedding then went back to work). Our house in Azerbaijan (out in a village) was brick with no insulation and we had great gas heaters to heat it during the winter BUT they weren't really safe enough to run overnight/ when you were sleeping, so the house got really cold. I started off with the plan that she (my dog) would sleep on a pillow beside the bed... that lasted until it started getting cold, then HER shivering and MY being cold (even with a comforter on the bed) resulted in her sleeping under the covers at the foot of the bed - win-win - she was warm and I had a 38 pound "hot water bottle" that stayed warm all night
My family just assumed she was spoiled, which is why she slept under the covers, but it was (almost) purely selfish
