Guess, this bed was not meant to be portable - but you have to remove it in order to reach the hatch underneath - then one gamer had the idea to pick it up and found out, it has 0 weight and it can be used - either in inventory to sleep via click - or be dropped and then used.
Haybed has this disadvantage:
You can carry straw bundles, but as soon as you drop and click on them to get a hay bed => you can't pick up the hay again. So, gamers came to this solution: Drag&drop 2 bundles of straw into your inventory and then click on both to get a hay bed => thus being able to sleep "in your inventory".
Edit: Sorry, always mix up straw/hay => the last edit is correct, screenshot will follow.
www.kiya1.de/images/Div_Haybed10.jpgwww.kiya1.de/images/Div_Haybed20.jpg