I have a good buddy who still sleeps with his father nightly. He is 22 years old, has an alternative bed and room to sleep in, but decides to sleep with his daddy. When was younger, I guess I did sleep with my parents, but stopped doing it before I could even remember sleeping in there. My family has never been super close, but do still love each other, but I never had anything like this happen in my family. is this a normal situation or is it creepy/weird, like I think

It may not be normal for you or me, but it might be perfectly normal for them. Does your friend complain/share about anything not normal happening? Maybe they share a closeness that you don't know of. Did he share this with you or did you discover it? If nothing bad is happening then don't judge him. Live and let live.

It's personal and no one's business. I can think of many reasons, such as his dad has sleep apnea, or has a really comfortable mattress, or he himself had some trauma when young, or has nightmares... Who knows? It doesn't matter.
Entire families still sleep in one room or even one bed in many parts of the world even today. For thousands of years, it was the norm.