N.B.
Just say no and stick to it. If you're in the same room, that should be close enough for him. He's making a big deal because you give in when he does. STOP. Tell him he's too big, there's no room, you can't sleep, whatever. He'll escalate the crying before he stops, so be prepared. This is only the beginning of all the problems raising kids, so don't let him get the upper hand at 4. You have a 2yr. old watching and learning!