LOL you said "my bed"...like it's yours...obviously it belongs to the cat, like every other place in the house.
Silly human.
Maybe he is feeling uncomfortable prior to throwing up, and is looking for a place that feels comfortable and safe. And then he vomits, which brings relief from the icky "I'm gonna hurl" feeling, and so that relief reinforces the behavior. Maybe.
It's really hard to "think cat" sometimes...