It's because 'in bed' is a fixed adverbial phrase. Similar fixed phrases are 'at work' 'at home' , 'in prison', 'in hospital' (GB English), 'in college' (US English). These set phrases don't just tell you where the person is, they tell you about the person's 'state'. Compare these two sentences: He murdered his wife and now he is in prison = He is a prisoner : this describes his state. The lawyer is in the prison talking to her client = This simply means that she is in the building. Similarly, you'd say 'He is in bed' to say that the person hasn't got up yet today, but 'The hot water bottle is in the bed' simply to say where the object is. I hope this makes sense. Please ask if anything's not clear.