While listening to things while trying to sleep doesn’t work, you’re brain IS in fact learning while you sleep normally.
So, doing a bit of reviewing or reading Japanese before falling asleep means you’re brain is then working and processing what you’ve learnt during the day.
A good nights sleep is therefore very important to learning in general. Sleep deprivation has a huge effect on your ability to absorb new information and learn.
So to help your learning endeavors, try to find more restful ways to sleep (if you struggle to stay asleep during the night), and that should help you in general.
At best, it might reinforce some stuff you’ve been learning. You spend the day learning a vocab list of body parts, then go to sleep listening to that list. perhaps your brain will subconsciously start thinking about those words as you fall asleep and work them into a dream? Doubt it, but that’s about the only way I can think of to try and claim sleep learning works.