If you’re comfortable sleeping with a ghost, it should be fine. Keep in mind that just like many ghost-types, mimikyu are cold to the touch and often not that comfortable to snuggle at nights. Granted, its disguise is often padded and plush, which allows it to cushion its body and dull some of its coldness, but if you’re particularly sensitive to cold as some born-and-raised Alolans are, it may not be the most ideal sleeping arrangements.
Would it be detrimental to your mimikyu’s psychological development? Not really. Mimikyu are often insecure and lonely; this is one of two possible reasons why they create pikachu costumes, after all. Allowing yours to sleep with you will reaffirm your bond with her and reassure her that you love her as she is. Doubly so if you let her sleep with you in spite of how cold she may be to the touch.
The Pokédex According to Bill 