Yes, I do seem to prefer a covering when sleeping. Unfortunately, when the temps get warm, then I can't stand the heat, and have trouble sleeping either way. If I get too warm while covered I will usually wake up, without having slept enough, so I will be tired. If I manage not to wake up until sleeping longer, then I will have a big headache from being over heated. Can't win in warmer weather.
I do try to dress less warmly for bedtime in warmer weather (night shirt), so that I can have at least a sheet over me most times. Occasionally, though it will get so hot and humid here, even with the windows open, that I will be too hot to sleep no matter what I do. Yes, I know a cold shower will cool me off, but it will also make me less sleepy. I prefer to save that for when I am trying to stay awake in the warm weather. You wouldn't think it could get that hot and humid here (mountains in the north east USA), but it does sometimes. Fortunately, when I open windows on all four sides of my trailer and keep the end room doors open, I get great four way circulation, and don't often need AC. Just as well, since it is broken. Had it fixed once, but it broke after a couple of days. It is on the south side with no awning over it, so it kept overheating. No point in fixing or replacing it for just a few AC type days a year. I have several industrial fans I use instead, and I will take cold showers, drink cold liquids, wear a night shirt, and use ice packs. I've managed that way since I moved in 6 & 1/2 years ago. The four way window circulation really does help a lot, as do the fans. I have one of the fans in here (home office), one for the far end of the trailer, and one for the living room, and kitchen area. Also, the kitchen has an overhead fan/light combo.
If you are bothered by being too warm under a covering, try a cool shower before bed.
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If a man does not keep pace with his companions, perhaps it is because he hears a different drummer.
Let him step to the music which he hears, however measured, or far away.--Henry David Thoreau