Unless you're allergic to the dog then there's nothing wrong with sleeping with your dog.
I sleep with my dog all the time and never had any issues with my health or anything and I'm not allergic to any dogs so that's not a problem.
I also have a cat that sleeps with me and my dog and my husband and neither me or my husband have had any health issues as a result of sleeping with the dog or cat.
My cat and dog would not sleep in their own bed anyway because they love to snuggle up close with me and my husband.
The cat has a bed and the dog has a bed that they nap in sometimes but when it's time to go to bed for the night both the dog and cat will get into bed with me and my husband and stay there until morning.
I love my dog and cat sleeping with us and wouldn't have it any other way.