A dangerous position it is. If a flame arises while the person is asleep, he will get burn injury.
I didn't see for real, but watched in some movies, where persons sleep with fire aside in jungles. It can lead to spread of fire, trapping the persons. Also, they may get affected with asphyxiation from the smoke.
Some people will sleep with charcoal fire aside which is also dangerous from carbon monoxide inhalation.
Some pour alcohol or petrol or kerosene or turpentine, etc for continued flames which can lead to back fire or mini fire balls and injure the person holding the can.
Sometimes, the airborne particles that are hot can cause fires in other places and persons sleeping fully covered don't realize till they feel the heat. By that time, they may not be in a position to escape.
Better to avoid these methods for heating.