This is COMPLETELY NORMAL!
Unless my daughter's friends are all ABNORMAL!
My daughter started sleepovers earlier than I did. Probably around age 8 for just one friend, but sleepover parties started at age 9 (which seemed early for me, but a lot of her friends were doing it.)
Quite a few of her friends just stopped wanting to sleep over at anyone else's house. They were perfectly happy to have people over to THEIR house, but didn't want to go to anyone else's.
This wasn't due to any bad thing that happened at anyone's house. They just discovered they wanted to sleep in their own bed.
This happened around age 9 or 10. I personally feel it was due to starting sleepovers too soon when they weren't ready.
I also think that a lot of girls just go through an insecurity phase. Could be due to hormones or "subtle changes" (as one poster so aptly put it) that are going on in their lives.
My daughter has 3 friends in her circle that USED to want to sleep over and now don't. They just want to sleep in their own bed. I think it's just a phase.
Just this last week my daughter attended a party where 2 girls didn't sleep over. I know for a fact that it's because they didn't want to, and they are 10 and 11 years old!
I don't remember doing sleepovers until I was in 7th grade anyway. For some kids, it might just be too early and it only takes them waking up once with a bit of homesickness for them not to want to sleep over anymore.
I wouldn't worry. Give her a few years to grow out of it (unless you see major issues in any other area).
P.S. My daughter goes through phases where she wants to come sleep in our bed. Even when nothing weird is going on in our lives. It lasts a few weeks, then goes away.