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In Roman insulae, they often slept in windowless rooms. Many of them also woke before sunrise. They were generally woken by slaves, roosters and the increasing noise from people outside.
Most Roman apartments, even in insulae and slave quarters, had windows. Or, rather, shutters.
The bedrooms were often in the centre, in windowless rooms.
I suppose I jumped the gun, or misread. I responded with 'apartments' not noticing that you had said 'rooms'. Most Roman apartments had windows, cubicula often did, but only irregularly; more of a coin flip, with better-quality apartments more likely to have windows in the cubicula. I can send a book your way if you're interested in the details; otherwise, just accept this mea culpa.
No wonder they were so dangerous. Egress, c'mon guys, you figured out the distance to the moon and you can't track that?