Mine get their own bedroom.
For one, we like very loud movies and video games at all hours of the day and night. I don't think that would be great for them. Plus I have 5 cats & a dog that would probably just be nosey sometimes.
Mostly though everything is so much easier when they are in their own space. Cleaning the cage, letting them out to play, feeding them. I never have to worry about the other pets getting to them or them escaping & hiding somewhere.