This is causing a problem for me as well. I was relying on "In Bed" samples to group sleep samples into different sessions; without the "In Bed" samples, there is no easy way to determine when one sleep session ends and another begins. It seems like a conscious decision by Apple but I hope it is a bug, or that they reconsider this change.
In the meantime, does anyone have a suggestion of another way to group sleep samples into separate sleep events?