"There is nothing appealing about going back to bed right now when you are in here."

Jyn is holding Sofia and looking at her like she's the best thing in the world. Why would he want to leave that? Don't be ridiculous.

Besides, he still wants to cuddle!! He can't do that if he's sleeping before she even comes back. Cassian loves his baby, but Jyn's the one who told him he needed to make sure he paid attention to himself too. Outside of Sofia, what he wants is to just be wrapped up again in Jyn.