Dogs like to be held to sleep probably because they naturally like the feeling of close contact and warmth. Dogs are typically social animals, and in the wild they will often huddle together to stay warm and safe. At home, a dog will see its family as its "pack" and will want to stay close to them to express its love and trust.
In addition, dogs’ sleeping habits may also be because they are naturally hounds, so they like people Be there to protect yourself. Being held while sleeping helps your dog feel safe and protected, making it easier to fall asleep and enter a deep sleep state. In summary, dogs may let you hold them to sleep because they like close contact and warmth, and want to stay close to their family.