A simple survey will suffice to show that most Jews outside Israel do not sleep in the succah during Succot, even if they have one. (In Israel many people do.)
This has been a puzzle for the poskim (halachic decision-makers) for centuries. According to the authoritative sources, the mitzvah to sleep in the succah is even stronger than that of eating there.
While we may have a snack outside the succah, according to the Talmud and halachic sources, one should not take a nap except in the succah (Talmud Succot 28b).
The Rama suggested two reasons in defence of Jews of his time and place (16th-century Poland) who did not sleep in their succah; it was cold (surprise!) and they could not sleep with their wives in the succah as they did not have privacy.
Others have pointed out the potential danger - my wife's family made their succah in their driveway in Brooklyn during the crack epidemic in the 1980s; no sane person would have slept there. These are all real reasons, yet they suggest that brave souls who have enough blankets and can safely and privately sleep in their succahs should do so.