I've done this for years. I never thought it was a big deal. Then I saw a review for a mask designed for sleeping in, and last week, Paula Begoun observed that if you sleep in a mask, the goodies may penetrate better (I paraphrase).
I began doing this as a young mum - being able to go to the loo in peace was a wonder, so time to luxuriate in a nice mask was a 'castles in the air' type deal. So, at night when I cleaned my face, I'd slap on a mask and fall into bed for a couple of hours. Then I'd get up, see to the child(ren) and go back for another couple of hours. When the sun rose (all too soon), I'd wash my face, moisturise and sunscreen, and away we'd go.
This was multi-tasking at it's best: using sleep time to attend to important self care.
I did that for years (decades even). Then, when I ran out of masks while somewhere on the road, I just forgot.
When I started back up again recently, I fell right back into the habit. No thought, it just happened.
And my skin is so much smoother and softer for it. I'd forgotten how much I love masks.
I don't use fancy expensive masks, just whatever I can buy cheaply (never tried sheet masks, don't intend to, I get claustrophobic if my face is covered). Currently using Kmart cheapies: Chocolate and Chia mask ($8), and a Rosehip, Jojoba Oil & Shea Butter ($3). I do break out my beloved BFB if my skin is really dry/cranky.
Next on the agenda - a soak in the tub. In about 6 months time. We are already in the 40's (celcius - 100+ Farenheit) so no way am I going there just now. Til then, I'll keep up the sleeping self-care. And maybe try some of the other Kmart masks....... definitely stocking up on the Rosehip, Jojoba & Shea Butter one.
* I am aware that cheap masks are not for everyone. Some people don't like them because they ARE cheap. Others have skin issues with them. Nevertheless, using a creamy mask while sleeping is not dependent on price: just make sure it has absorbed somewhat before you go to bed.
