She might not know it, would probably deny it anyway, but Regina is a bed sheet hogger.
He learnt that during the missing year; when they exchanged their public heated arguments to private heated moments. When Regina had been too tired to kick him out of her bed afterwards, and Robin had been too tired to want to leave anyway. He'd wake up in the middle of the night, freezing, only to look over and find his queen cocooned within the sheet and it seemed that no matter how many times he tried to tug at them, they wouldn't move.
It seems that not much has changed, but then again, why should it have? So once again he's woken up, cold. (the cold shouldn't really bother him, but he's grown quite attached to heating) He could easily go downstairs and turn it on, that'll be enough to keep him warm for the rest of the night. Yet, he doesn't. Instead, he takes his sleeping, bundled up Regina and draws her closer to him, snuggling up into her warmth, allowing it to be all the blankets and covered he needs.
Because, after all; sheet hogging was just an excuse to cuddle closer.