I’m going to try to keep this as unbiased and I opinionated as possible.

I am an an elementary teacher and students entering PreK should be able to sleep by themselves. Nightmares or other rare circumstances are fine, they are still just babies at this age. I would say this is normal though kindergarten. But generally they should be in their own rooms except rare circumstances.

Based on your post I think your wife and step children may have settled into a routine that worked for them Before your marriage but now that the family dynamic has changed they may need some extra support as to how to navigate the new dynamic.

As a step parent you need to be sensitive to your step children and their adjustments BUT you do need to have time to strengthening your marriage. You have to set boundaries. Quiet private times with your wife for intimacy, just to talk, build your relationship, and bond as a couple. You have to have a balance between kid time and adult time. Marriage takes a LOT of effort and work.

Your family doctor is a great place to start. I would suggest you bring it up to them. They may just need an outside voice to help them adjust.