When children lose their baby teeth it's very unlikely that the child will choke on the loose tooth when it comes loose even during the sleep.
If the child is awake the child is likely moving the loose baby tooth around with their tongue like I used too so they'll catch it with their tongue before it actually goes down the child's throat.
But if the child does swallow the tooth it's also unlikely that the tooth will cause any choking because the tooth will be so small that it should easily go down the child's throat without any problem.
I've lost a baby tooth in my sleep with I was 6 years old and it never went down my throat because I somehow had it blocked with my tongue during the night.
I only noticed the tooth come out when I woke up.
Many children lose their baby teeth everyday and every night and most children have no choking problems with the loose tooth so I wouldn't worry about it.