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Because they never became Heartless. You only create a Nobody when you become a Heartless and your heart is strong enough. They never lost their hearts, so they never formed Nobodies.How come Donald and Goofy don't have a nobody? Am I missing something or is this a massive plot hole in the series....
Sora didn't go to sleep because he had created a Nobody... He went to sleep because Naminé had altered his memory. She altered Donald and Goofy's as well, so they, too, needed to go to sleep while she fixed them.Okay, well why did Donald and Goofy go to sleep as well? Instead of trying to find their King or guard Sora's body?