Marmaduke has his nighmares wherever Marmaduke wants to have his nightmares, and sometimes Marmaduke wants to have his nightmares under his owner-couple's bed, regardless of how much they whine about it.
Marmaduke, whose perceptions regarding Meat Mart's importance to the community are skewed at best, is defending the store against potential thieves despite protests from an employee.
Marmaduke is being petulant because he misses barbecue.