Even more confusing, dogs will do this even if they are allowed to sleep on the bed with their owners. It's very unnatural. Additionally, they will go on the bed, you can remove the sheets, put new ones on, and 30 seconds later they'll go on there again. Once they've relieved themselves, that should be it. This however, seems personal.
Many dogs like to urinate on soft surfaces.
It would also be bizarre to assume every last stinking Border Collie pup that I have ever known had a bladder infection and proceeded to relieve themselves on the bed. Oftentimes there are a myriad of other signs that should accompany this behavior but are absent. Even the most submissive of dogs that I have known have done this. So as I said, I don't really have a good answer for this behavior. The solution however, is very simple.