The occasional time I would want to be with them, but they were either super tired or comfy or wanted me to be okay to sleep on my own, mom would say something along the lines of, "Don't worry Amanda, you can sleep safely in your own bed, Jesus is with you..."
And this is true, He was with me, He is always with me (for those technical people, God in the form of the Holy Spirit is always with me)... and He's with you too! If you ask Him to be.
"It is the Lord who goes before you.
He will be with you;
he will not leave you or forsake you.
Do not fear or be dismayed."
Deuteronomy 31:8 ESV
"... And behold,
I am with you always,
till the end of the age."
-Jesus, Matthew 28:20 ESV
"Do not be afraid of them,
for I am with you to deliver you,
declares the Lord."
Jeremiah 1:8 ESV
Going back to my story, when I didn't want to be "alone" even though I knew Jesus was with me, I would respond to my mom, "but I want Jesus with skin on!"
And don't we all... Yes, we have comfort in knowing the Advocate is with us at all times, we take comfort in knowing Jesus himself is interceeding for us at the right hand of the Father, and we have comfort in knowing we can go to God our Father at any time with anything because Jesus has made a way for us.
But sometimes, we need each other. We may need a hug. Or to know someone will physically stand by us. Someone to hear us out and advice us audibly. God made us for relationship... We can all be Jesus with skin on.