Hari Om! Your questions was really interesting and it got me thinking too. I may be wrong – but as I see it —- The Kaaran Sharira is the sheath of ignorance since ‘time immemorial’…so that ignorance sheath is veiling the true Self. Once it is blasted with the light of knowledge we will become sat-cit-ananda and there will be no more sheaths. But until that time – even in deep sleep it will continue to veil this true Self.