It may be instinct. I was taught this in martial arts training back in college and it always seemed like a good idea to me. I don’t like people moving around behind my back.
To the OP: I turn over constantly all night. Half the time my face is towards the door, half the time facing the wall.
Hijack: You know how when you’re in bed trying to fall asleep and you’re basically day dreaming/thinking/dreaming? When I roll over my brain immediately forgets whatever it was I was thinking about. I wonder why.