My son has a pillow too, since he likes the cozyness of it, but he always ends up on his mattress for sleeping. When they get older though, they don't move as much and then they will lay on their pillow longer and that's why it's recommended to not use a pillow or a thin one. It has to do with their neck/spine curve...
If he's happy with lots of pillows for comfort, they are more like stuffies to him and I wouldn't worry about it...