"In bed" refers to any situation where you are lying in a bed, any bed: about to go to sleep; actually sleeping; having awakened, but haven't gotten out of bed.
"He was in bed, asleep." - this is a common phrase, used to differentiate a situation where the person fell asleep in their chair, for example.
Also, as Denis points out, there are a number of nouns that don't use an article when used with some prepositions.
One idiom - we say politicians are 'in bed with each other' if they are working together on a project and they are normally opposed to each other.
There is a saying - "Politics makes strange bedfellows", meaning that compromise forces people in government to work together closely that would not normally. The image is two or more people that are "in bed together" or "in bed with each other".