I have found that there are a lot of npc's in the world who will not sleep. In Oblivion just about everyone went to sleep all at the same time. Except for the guards and inn keepers.
Guards did sleep.... if you went in the barracks you would see them sleeping. There is a dayshift and a nightshift. Note: The best time to loot a castle was in a shift change because there would be a 30 second gap where guards wouldn't be at their posts. The worst time to get caught was also in the shift change... twice as many guards.
Most innkeepers also had a small cot behind the counter and would sleep for a few hours each night.
It is annoying that so many don't sleep in Skyrim. Actually I don't think any of the drunkards who hang out at the tavern in whiterun sleep.