Most often the mystery you’d experience while being asleep is an NPC being an idiot or a thief.
You can’t ask NPCs for explanation, they won’t call for help, they won’t run back to you to wake you up to fight the thieves. As a compensation, you get to see the world through sleep paralysis’d body.
The end result is that you aren’t robbed of information you’d trivially obtain IRL.
It’s one of the many cases where a completely gamey mechanic ends up being more realistic than a partially realistic one would be.