I do. I am a first responder, and I have a small shelving unit with a set of clothes, pager, radio, etc on the other side of my night stand. On my nightstand is wallet, phone, keys, knife and flashlight. If I get a call in the middle of the night, I need to be out of the house ASAP and keeping everything right next to the bed facilitates speedy response.
This has nothing to do with self-defense. Much like @Smithhammer if I need to respond to a threat in the home, I have more effective tools that are also kept at the ready and nearby.