full of anxious pleasures and pleasurable anxiety

Rocky accepts it; why wouldn't he? It's a human thing!

(Later, when Rocky gets aquainted with human noises enough to recognise Grace's sounds as distress, he concludes that sleeping must suck for humans. This explains why Grace always tries to stay up as long as possible and needs to be reminded to go to bed, actually. Such weird species; they really should watch each other better if this is the norm for them!)

...It's only when they start their journey to Erid, when Grace feels safe again sleeping under Rocky's watch after those couple of months of separation, when he is more or less at peace with the memories and the past, when he is filled with joy of saving Erid and Earth and his friend, when he starts to believe that he'll actually get to live — it's only then Rocky sees him sleeping peacefully through the whole night for the first time.

Rocky freaks out.

He waits for Grace to enter the loud stage of his sleep, and Grace just. doesn't. He doesn't move, his breathing is slow, his heartbeat is steady. Looks peaceful, but this is Wrong, right?? Is he dying? He is dying, isn't he???

He ends up waking Grace up, utterly terrified. After a lot of confusion Grace realizes the misunderstanding and feels Bad about it.

Rocky feels worse. He was supposed to watch over him! He was supposed to protect! And he missed this!! At least let Rocky know how to prevent this in the future. You slept peacefully just now, what changed. Rocky fix and make sure the nightmares don't happen again. Explain Right Now.

Grace, who fell asleep on the floor curled up around Rocky's ball and is not yet ready to admit out loud that the peacefulness was probably due to the close proximity to someone who cares about him: "uhhhh your ball is pretty warm? humans tend to have more nightmares when we are cold, so it's probably that".

He is never allowed to sleep on his own ever again.