Is there anything like unsleeping bag

"Once as a kid he'd gone out behind the house, into the wilds of pecan trees and hedges and, following a night zipped into an army-surplus unsleeping bag, had attempted to fry bacon over a Sterno can, managing only to cook his thumb."

Is there anything like unsleeping bag or is it just a sarcastic phrase?

This is what is known as wry humor. It is used derisively, usually as a commentary on the miserable nature of a thing or a situation. The author is making a comment about the uncomfortable nature of the sleeping bag, which prevented the very thing it was designed to promote.

Given more context, the sardonic humor is even more evident:

The drink tasted like Sterno, the thumb got fried instead of the bacon, etc.

*[Excerpt from a Google Books search that yielded the passage from Drive by James Sallis]*

I don't think there is any such thing. I think the author is just trying to make a derogatory implication about the quality of army-surplus sleeping bags.