There's nothing quite like waking up at 3 AM because your eyes are itching like crazy and you can't breath. Relatedly, slowly suffocating in your sleep gives you strange dreams.
And I think evolution got it backwards. Sitting up, it's slightly easier to breath but hard to sleep. Laying down, it's harder to breath, and therefore still impossible to sleep. Why not make it easier to breath when you're laying down? I'd rather spend my days (and nights) flat on my back...although I guess that would make doing my job rather difficult.