When my hams were younger they often made sounds in their sleep,a light squeaking noise and even now I occasionally hear them squeak at toys if they have been annoyed by them in some way
I've never heard of a hamster 'purring' though. When they are cross they make a screeching chattering noise rather than growling
As for not always using his wheel that isn't at all odd, after all you don't do the same things everyday do you? Neither do hams
Hamsters being rodents also don't have bladder control so they can't get up to go and use the toilet if they are sleeping as it just 'falls' out
They are more likely to use a corner to wee in when they are awake but not all do.