They called it 'rooming in' at our UK hospital too. I can totally understand you want to get out of there. If your baby is born prem but no other issues than to establish feeding and all other normal prem issues are resolved (such as bradycardias, maintaining heat etc) then the best place is home really. Getting on with BFing is much easier at home and there is a smaller risk of picking up an infection.
The nurses do have a checklist before you can be discharged, ie you need to be able to give him his supplements (assuming he's not on any meds), you need to have bathed him a couple of times, feeding of course, general cares, baby CPR etc. They also would want to see baby gaining weight, perhaps that is why you are still in?
I roomed in for one night and was discharged. My baby was 35+6 when she was discharged, born at 29 weeks.
I would speak to the dr to understand what is keeping him in still, then it will be easier to comply!
I have sat staring at the exit sign at SCBU for ages wondering if anyone actually ever 'stole' their baby home!! (apparently that did happen, but staff called security :-) )
One of the other posters mentioned taking baby home for an afternoon, unfortunately that was not allowed in our hospital. One of the surgical babies that had been in there for AGES was only allowed to go for a little indoor walk on hospital premises, it's to do with if something happens with baby while he's technically still in their care.
Another poster mentioned that she found being home v stressful. I didn't find that. I was so happy to be out of that firkin hospital. The first night home I did have a minor panic thinking 'OMG what if she doesn't manage to feed without a tube', but after my DH talked some sense in to me I was OK. I didn't check on her every minute to see if she was still breathing either, to be fair, she slept on my chest most of the time :-), and I just really enjoyed having her home. I am STILL enjoying it actually!