The logic in what you describe, Liriel, is that when a kitty goes to sleep, it TP's to it's home-point. If it didn't, they could get lost and sleep under the floor most of the time! :O Instead, they are simply made to TP home as soon as the sleep animation starts - which is does when you un-pose it while it sleeps.
You can also move your kitty to somewhere, meaning to set a new home point - and if you forget to set the new home, it'll TP home when it falls asleep.
This, I think, is rather nice - making us able to control exactly where they should go to sleep after a long day's running around. I got a teacup-kitty sleeping at the coffee(!)-table, a kitty at the sofa, two at a pillow etc.. The downside is the thing you describe - that they TP the moment we un-pose them while asleep. But once we know why, and can fix it by setting their home-point again, I don't find it hard to live with I must admit