As the person who is sometimes home when you are not (and who is awake in the very early morning while you are still in bed), I can attest to the fact that Pippin does indeed explore your room when you're not in it. Not in great length -- in the morning, after I've played with him and when I'm reading the paper, he wanders around lonely as a cloud -- no wait, he wanders around, apparently bored and goes in and out of both of our rooms, looking for the magical something that will ease his boredom.