I don’t have any data to bring to the table, but just think about our evolution. It makes sense to me that we evolved to be able to get our sleep when we can where we can, rather than needing to face a certain direction or have the window to a particular side.
Psychologically, it makes sense to me that you’d be most comfortable in a position where you can see the door, but I have to assume our ancestors 10,000 years ago didn’t have the luxury of pointing northward or something. Maybe it’s best to have a window facing east so you can get natural sunlight in the morning.