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 new form lasts until you change form again.
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.
While a creature is unconscious, it is helpless, it can’t take actions, and it takes a -5 penalty to all defenses. It also can’t flank and is unaware of its surroundings. When a creature is subjected to this condition, it falls prone, if possible. See also helpless and prone.
If you're still not convinced, take a look at the glossary entry for Polymorph:
Death Ends: Polymorph effects end immediately on a creature that dies.
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).