Well, I did not find anywhere a rule against it. Am I right in assuming that they can maintain their alternate form when they sleep?
Yes. The power that allows a changeling to disguise themselves states:
The only thing that would supersede the wording of the power is the unconscious condition, but there is nothing there that indicates that effects end.
If you're still not convinced, take a look at the glossary entry for Polymorph:
Nothing there about being unconscious either.
There's also a discussion here that goes into more detail and covers other effects (Auras, conjurations, marks, stances, etc).