I had plenty of sleepovers growing up, but of course only with girls and they were always close friends or cousins. The sane rules for my brothers. When I went to friends house, we never had anything about call if you are uncomfortable or anything. I just didn't go to anyone's house where such an occasion would EVER arise. The only reason I would go home was if I was homesick
I did have to call home before watching a movie though to make sure my parents approved.