My boys were hospitalized for 6 months... they still occasionally sleep like they did in the NICU one typically on his back the other on his stomach hand over face. One always warm the other always bit cold. One son also sometimes only falls to sleep for nap time id I sit him up
It could be the NICU or it could be your baby’s unique sleep needs. My youngest sleeps in pajamas and two fleece sleep sacks has to be holding something. Now that she’s a little older I let her sleep with a tiny (probably 12 inches by 12 inches) blanket in her hand but the first few months she slept holding my finger all night. My oldest wasn’t as sensitive to these things but had her own unique sleep needs.