It's light enough to carry in bed, and is really comfortable to use.
I actually do it very often, I even have a laptop bed table but I actually never use it since the rMBP has such a nice solid feel to it.
Even considering bed use, I'd still go with a rMBP over an Air, for the rest of the advantages.
The one thing you might find annoying is that the rMBP can get pretty hot when under stress, e.g. if you watch a movie in bed, it will get warm around the top rows of the keyboard.
The way I hold it, it doesn't really bother me that much, though after I got it I took it to an Apple store because I was worried with how hot it would get. You can use something like smcFanControl to turn up the fans, which will make it cool down fast, but it's nicer to use it in bed without it making any noise at all.
If you'd like to see exactly how hot it gets, just go to an apple store, and stress it's CPU a bit
e.g. open a terminal and pipe yes to dev null in 16 processes:
for i in {1..16}; do yes > /dev/null &; done
It should get really warm in ~2 minutes, you can walk around while this happens.
(when done, remember to kill the processes: killall yes)