Hahaha we have always wondered about this! Our cats are definitely nosy. They like the jump up on the bed and survey the situation. Once the bed starts shaking and we're writhing around, they're gone.

We have tried locking the door, but then they just stand outside the door and meow until we open the door. We've nudged them off the bed too, but they just jump back on. The best thing that we've done is just let them check everything out, and they leave fairly quickly.

Could they try a doggie bed at the end or side of the bed? Maybe the dog would just lay on that? Might work! less