Joel is deaf in his right ear, so he will sleep on that side when he has to be on his guard, like in the forest, or until Tess showed up back in Boston. But he turned around during the night to be closer to Ellie and didn’t hear Henry and Sam showing up.
I'm sure he has an angelic voice he just doesn't want us to hear it because we'll go insane like in the last scene in the Perfume: The Story of a Murderer