For a gallade, this is actually normal behavior, as gallade experience strong urges to protect their trainers at all times. Hence, even when sleeping, they prefer to keep as close as possible to their “charges” to ensure that no matter what, their trainers are safe from harm.
If you do anything else with your gallade, however, or if you allow your gallade to do anything besides sleep next to you, then it would perhaps be a little odd. Or even frowned upon by most societies, depending on what that something is.
The Pokédex According to Bill 