I sometimes have that tendency to hide in a small area too... it's comforting... if you think about it in a way it's a completely natural thing. By sleeping under a bed in a "cave" you have created, you basically are making a spot in the room that is just for you , a place where you can ignore outside stimuli, and can RELAX AND BE COMFORTABLE. It's so undertsandable that you'd want such a space ESPECIALLY with a roommate; I had on last year and it was hard.

Don't worry about what other people say. Lots of times, people can be surprisingly dismissive of anything different to them.

By the way how well do you and your roommate get along?