The Rema (Orach Chaim 21:3) writes: “Certainly to sleep with them is allowed. Some say that one shouldn’t sleep with tzitzis as it is a disgrace to the mitzvah. However, the custom is that we are lenient, and we allow one to sleep with tzitzis.”
The Gemara in Menachos (43b) relates: Dovid HaMelech was once in the bathhouse and he became very upset when he realized that he was bare from mitzvos. Why did Dovid HaMelech only complain in the bathhouse, why didn’t he complain every time he went to sleep? The Arizal proves from here that one is supposed to go to sleep wearing tzitzis.
According to the opinion (cited by the Rema) that at night one shouldn’t wear tzitzis, why wasn’t Dovid HaMelech upset every single time he went to sleep at night? (See Magen Avraham, Orach Chaim 21 who asks this).
The answer given is, the reason Dovid wasn’t upset, is that he had the mitzvah of mezuzah. However, if that is the case, what is the Arizal’s proof?
The Achronim (see Chida in Birkay Yosef 8:7 and others) explains, the Arizal understood that Dovid HaMelech wanted a mitzvah that he was fulfilling with his body, and not simply a mitzvah which he was fulfilling with his house.
