Why does my leopard gecko sleep in his water dish?

If the bowl is ceramic or another heat-retaining material, it may be heating up under the lamp and providing a toasty little heat spot that your gecko likes as it releases heat back out.

My geckos generally do not drink standing water, but they love it when I mist their cage with a water bottle and let them go around licking the droplets on the glass. Many desert animals seem to prefer drinking this way, I think it is an adaptation to an environment where standing water is often not safe to drink.

When it is empty he probably just thinks it is cozy. There really isn't any secret meaning behind him laying in his bowl. You probably have only seen him drink twice because leopard geckos are nocturnal, so they are most active and most likely to drink, at night.