If you level teleported while on a sleeping steed, a panic and possibly a
crash would occur. I believe the same would occur by digging a hole. This
was due to keepdogs avoiding keeping sleeping pets. In these cases, it
seems there's no reason for the sleeping steed to _not_ accompany you.
Since other ways of changing level (eg stairs) don't allow this, just added
a check to keepdogs to allow the steed to go with you.