There is a point where delaying urination can be harmful, but usually either:
* your life happens to be timed such that you do not reach that point while asleep (for instance, if you pee shortly before bed, then you might not need to pee througout the night or when you wake up)
* you wake up from sleep with a feeling that you need to pee, and so you do pee, and thus you are not harmed
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