That is so cute. None of our 3 girls are that close. They tolerate each other, and don't fight, but no grooming or sleeping together for sure. Very possessive of the beds too.

I have a dumb box on the floor in the dining room. It is from Costco and I line it with paper that comes in the mail with packages. They all love it. Totally. But they take turns using it for sleeping. It is on the warm floor over the boiler which is below in the basement. When Sheba comes upstairs with me, Oreo moves in.
And we see Tippy in the box now and then. They really like the blue paper I just got with an Ebay delivery.
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It is shabby looking but the cats adore it!
They also have other beds too, this is just one they rotate with.

But your cats are looking lovely together. I think they are a "couple" now!
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Spooning like that, just too cute! And maybe she is sending out "not feeling well vibes"...and he senses it.
I wouldn't be surprised at that either.