People take out larger jewelry, but studs, small hoops, and bars are often left in. You have to leave piercings in for the entire healing process even. But yeah, even years later if you sleep without your nipple piercings in you're at risk of not being able to get them back in when you wake up (it's one of the most prone to closing piercings). Hell I had to get plastic bars for surgery since you can't have metal in/on when you're under.