It basically comes down to this game not having a separation between single player and multiplayer and servers, so sleeping isn't available as it wouldn't be great on servers (or even P2P) where everyone would have to agree to it. Also, the game is designed to offer you a lot of things to do, even at night - night only quests, building, crafting, etc. You might stay in and do nothing the first night or two if you're not comfortable with being out at night, but after a couple of days everyone should be equipped well enough to handle being out at night, even if they are new players. So there's really no reason to skip nights.
Now, this doesn't mean they might not one day add a sleep option to the game. It gets suggested once in a while, so who knows?