It's more than "Jesus" wants them to. While Christ would not approve of you and your boyfriend sleeping in the same bed regardless of sexual intimacy there is a more relative reason and that is because you're visiting your parents home.
If you want to sleep in the same bed and cuddle then get a hotel room. It's their house and when you visit you do so under their authority. Like it or not.
On the Christian front, lack of sexual intimacy does not negate the fact that you are causing scandal. This in and of itself is sinful not to mention that you are placing yourself and your boyfriend in the near occasion of sin, which is a sin (it's like me going to a strip club to enjoy the music but not the lap dances). Moreover, you're being scandalous in your parents home, which is disrespecting and is a dishonor to them and goes against the 4th Commandment meaning it's a grave and mortal sin.
Listen to your parents and abide by their rules when you're in their home. Otherwise stay somewhere else.