They were trained like that from birth and as a family back in the UK our cats were allowed out and about, but consequently not allowed on/in beds, so I was happy to continue the sleeping apart/used to putting cats in their own room at night.
As I said, occasionally I get the desire to let them roam free all night - I never get any sleep with Babbage crawling under the duvet by my head and crawling down to my feet then coming back up again for giggles and Ada just being Ada at 4am. I also get relegated to about a 1/4 of the bed.
Perhaps if they always slept with me they'd settle down more, but I really don't sleep well at the best of times, so I won't be finding out.