Needing a wee is highly subjective IME, vis not only the consumption of certain pharmaceuticals which suppress the urge dramatically, but whether you're sufficiently distracted by being asleep, sitting an exam, being prodded with an ultrasound scanner, desperately trying to keep up with the Germans in a silly bike race, or whatever. Conversely, the sound of rain on canvas when it's a decent trek to the bogs has the opposite effect. It's certainly not a simple function of bladder volume.
I think it's like anything else that bothers you disproportionately when you're failing to sleep (noise, light, uncomfortable bed, pain, beastie bites, existential dread, whatever) but isn't actually a problem if you do manage to conk out. You sleep through, the bladder does actually have enough capacity for the whole night (bear in mind that unless you're on a drip there's no new input of water to your system while you're asleep, so the kidneys will remove less as the night goes on), and you wake up needing the loo as normal.