I'm sure that was a joke tbh, cuz we've seen multiple shorts of sleeping together
When they moved in together they agreed to have separate bedrooms! Not just bc one room wouldn't fit all their stuff but also bc their work hours are sometimes different so if one got home late at night they wouldn't wake up the other, they did buy a big bed for Kaburagi's room though, and it's implied that Onoe sleeps there often. Kaburagi also said it'd be better if they had different rooms bc whenever they have an argument, Onoe likes to sulk by himself ╮(￣▽￣)╭
Ahhhh, that's a healthy arrangement then :)
Kinda disappointed they don't sleep in the same room