Very interesting. I know the Mahli one is ultra low cost. But I wonder what's unique about it that they would say don't sleep with it.
Every weighted blanket I've seen, you are expected to sleep with it. It wouldn't be very restful to put it on, and then have to get up to take it off before sleeping. And ultra low cost Mahli one is first one I've seen that says don't sleep with it and don't use it under other blankets or material. This is not typical for weighted blankets, so I don't think people who haven't gotten one should take the Mahli example as typical.
I have CZZZ brand, and I use it under a duvet, and sleep with it overnight. Sleep like a log. No warnings against either practice.
E.g. here's Casper's instructions (I don't have the Casper brand one):
https://casper.com/blog/ca/en/how-to-us ... %20calming.
Test it out for comfort: There’s no right or wrong time to use your weighted blanket, however many people choose to use it overnight. Tailor it to your sleep routine, ensuring it’s cozy and calming.
Replace your current comforter or use both: A weighted blanket can replace the comforter or duvet you currently use, or you can use them both. If you choose to use both, the weighted blanket can be placed either on top or below your bedding. It’s all about your preference!