I did with unputdownable DC1. With the later babies I was so desperate not to have them poked or sat on or shouted at disturbed by their siblings we were more likely to have them in the next room, although many naps are "in arms at toddler group" or "in pram" or "in car" or "in sling", with other noises including breathing going on.
DC3 is now three months and finally through the cluster feeding stage for now so does spend a couple of hours at a time sleeping in his cradle with nobody else around (eg yesterday 12-2pm and 8.30-10.30pm).
My imperfect understanding is that night sleep is somehow different - deeper or something - hence their being able to string more sleep cycles together in a row (frequently six hours at a time, occasionally nine or ten). So the SIDS risk is significantly higher at night than daytime naps, once they've got the distinction between night and day.
There are lots of ways to reduce SIDS risk and I do all the others eg rooming-in, breastfeeding, room temperature and air circulation, suitable bed/bedding, no smoking, etc. Keeping him with me for all his naps would result in less sleep for him, or worse-quality sleep certainly, which would result in his being tireder, which I seem to recall is more dangerous too.