Perhaps because of this, "sleep with" has always felt like a euphemism to me, and one that until today I'd probably have dated (off the top of my head) to the eighteenth or nineteenth century, when embarrassment about sexual matters became more common in polite society.
However, when I looked up "sleep with" in the OED, I found to my surprise that it goes deep into Old and Middle English:
a900 Laws Ælfred (Liebermann) Introd. §29 Gif hwa fæmnan beswice unbeweddode, and hire mid slæpe.
c1000 Ælfric Genesis xxxix. 7 His hlæfdige lufode hine and cwæð to him: Slap mid me!
a1325 (1250) Gen. & Exod. (1968) l. 967 Forð siðen ghe bi abram slep, Of hire leuedi nam ghe no kep.
c1386 Chaucer Sir Thopas 78 An elf queene shal my lemman be, And slepe vnder my goore.
a1400 Trevisa's Higden (Rolls) VII. 143 A clerk of þe court hadde i-sleped wiþ hire.
At that point, though, the list of citations stops, and takes a four-century gap before popping up again with Shelley:
1819 Shelley Cenci i. iii. 15 Whilst she he loved was sleeping with his rival.
1898 Sessions Paper of Central Criminal Court Feb. 266 He has been sleeping with my wife. How would you like it?
1928 A. Huxley Point Counter Point xxvii. 445 ‘Sleeping around’—that was how he had heard a young American girl describe the amorous side of the ideal life, as lived in Hollywood.
Did the phrase "sleep with" really drop out of common use for all those centuries? Pushed out, perhaps, by "lie with"? A glance at the OED's citations for the latter phrase suggest that this is indeed possible. They range from 1300 to 1750, which plugs the gap pretty neatly.
Of course, the OED isn't exhaustive, but it is indicative. And I have to get used to the idea that "sleep with" isn't a niminy-piminy expression after all, but pure Anglo-Saxon. (And the Anglo-Saxons, like ourselves but unlike the Jacobeans, could both sleep and have sex standing up [see Knee trembler].)