Don't worry. They'll come out from under the covers long before they suffocate. Both mine are burrowers, it's why I have little snuggle blankets in every one of their beds....and they have LOTS of beds lol! And a couple more throws (they're mine, but I'm willing to share) on the couch which they also burrow in.
More than being worried about them suffocating, I'm far MORE worried that I'm going to sit on them by accident one day when they're burrowed under one of my couch throws!