I think keshlam mentioned pretty much everything. However, I'd like to add a few more notes, also from personal experience with both cats and dogs:
Is this okay for my dog? DO you think he is lonely?
From what you've written I think it's fine for him. He isn't lonely.
For most dogs it's pretty obvious once they feel lonely, since they'll try to end this state either by starting to whine (e.g. getting attention) or simply trying to get to you.
When we got our dog as a puppy, he didn't allow me to go further than 2-3 meters from him, yet alone leaving the room and leaving him back. He'd immediately start to follow and start whining if he wasn't able to do so (e.g. closed door). If that didn't help, he started to howl (he's a Husky after all). Over time this became less of an issue for him. Now he's sleeping on his own next to the stairs or on the balcony. Knowing that I'm inside is enough for him to feel comfortable.
If he'd still feel lonely, he wouldn't just sit it out. Dogs aren't like that. You can train dogs to stay alone for a while, but even then they do this because they know you'll be back. If they're unsure about this, they won't allow you to go silently (or leave you on their own) in the first place.
Also, since we don't know how you keep him where he's supposed to sleep: If you're able to sleep with an open door without your dog coming to you, he's perfectly fine with it. But even if he'd try to get to you it could have other reasons (like wanting to play, wanting some food, or just getting attention).
And usually, where do dogs sleep?
That's really hard to answer, since it depends on the individual dog and also his "pack". Some dogs like to be on their own, others want to cuddle. In our case, the dog prefers to sleep alone, but sometimes, especially when it's very cold, he won't say no to some body contact. As long as your dog has freedom to move around (i.e. not inside a kennel), he'll pick a place that's comfortable for him. Don't worry too much about him being unhappy where he's sleeping. If he'd like to sleep somewhere else, he'd most likely do so (if able to).