The reason is probably http://en.wikipedia.org/wiki/Sudden_infant_death_syndrome - no one is exactly sure why some babies dies without a visible reason, but there are some correlations.
Sharing a bed with parents or other siblings may increase risk for SIDS, but the mechanism remains unclear
http://www.ncbi.nlm.nih.gov/pubmed/20148046 The risk of Sudden Infant Death Syndrome (SIDS) has fallen dramatically in the "Back to Sleep" era; however, half the cases now occur when the infant has been sleeping in bed with another person.