It's ok to say, "Do you sleep in bed?" without "the" in English, yet it is marked wrong.
Definitely should be IN - unless it's an extremely hot night - and just "in bed" unless there is another place to sleep with which you are comparing it: do you sleep in the bed or in the hammock, for example.
This is crazy. For one question I wrote "do you sleep on a bed?" and got it wrong and the correct answer was "you sleep on a bed?" So this time I wrote, "you sleep on a bed?" and got THIS wrong because the response was "do you sleep on a bed"? I cannot win.