Lovino doesn't like it, how the darkness seems to envelope him and snatch away his eyesight. Every sound was a whisper from something unknown to his paranoid mind so he doesn't like to move around much in case something decides to come out. He hated how it made him feel, so vulnerable and weak.
Whenever he was alone in it he'll feel anxious and he'll close his eyes. When they're open he feels more aware of the darkness. How endless it felt standing there in pitch black and how careful he has to be when walking around. It wasn't that he didn't know that nothing will happen, he knows, he just can't get rid of the paranoid voices in his head.
Like when they tell him that he has to step around carefully because he was walking on glass and who knows where they will end. What if he accidentally falls? What if he never hits anything? What if he keeps falling in that black hole screaming forever?
Lovino doesn't like it, the dark. So he sleeps with a lamplight, it gave him more peace of mind to be able to see everything around him in the dark. And sometimes he'll sleep with Antonio, pretend that it's nothing big but he holds onto the other tightly. Antonio understands this, doesn't question him, just holds him close and wait for him to drift off to sleep.
It made Lovino feel safe, like there was an anchor holding him down so he wouldn't fall, wouldn't sink into that pitch, black hole he was so afraid of. Sometimes the Spaniard would sing him a lullaby—even though he would protest saying he wasn't a child—and it'll help him to sleep more easily. The sound of Antonio's voice was comforting, it told him that he wasn't alone in the dark.
So they sleep together more than just 'sometimes', but Lovino won't admit it. Though he appreciates what Antonio does for him and hopes that someday he'll be able to overcome his fear.