Cats see us as their equal and someone with whom they can establish a close relationship. If we’re part of their pack then it’s only natural that they’d feel protective of us, especially when we’re most vulnerable.
Have you switched spots in your bed and accidentally taken your cat’s pillow from her? Perhaps your kitty is simply stating the obvious - that you’re in her spot.
It’s possible that your kitty wasn’t actually looking at you; in fact, it was the inner eyelid that you could’ve mistaken for their eye. Of course, it’s also possible that your kitty had fallen asleep with their eyes open or half-open.