Many albergues in Spain operate in the “traditional style” — sometimes without heat and often without blankets. Spain has a continental European climate.
The climate in Castille has been described as “Nueve meses de invierno y tres de infierno” (Nine months of winter, three months of hellfire !)
If, then, you do not wish to be limited to the luxury gîtes and hotels, your sleeping bag’s few grams are not what to eliminate when trying to pare down your pack’s weight !
Regarding the problem of the bedbugs, it’s also a good protection to sleep in it’s own sleeping bag !