I was thinking the same thing as others...maybe Shelties just aren't cuddlers? But then, you have a dog like Koji. It may be his separation anxiety though. lol
Koji (almost 5) wasn't a cuddler until....maybe 2 years ago. So when he was 3. He would lie next to you, but didn't like being all snuggly with you. And then one day, we realized he liked to lay ON you practically. He likes to lie up against me and get close and snuggly. Crazy dog.
But then, Miko who was cuddly as a puppy, lost that as he aged too. Now, he'll lie next to you if you're on the ground and maybe on the couch, but otherwise, he'll go find himself a spot alone.
Trust me, sometimes, you really don't want to have a dog on you constantly. Hubby lies on the couch and Koji likes to plop himself right between hubby's legs. I love watching him flinch because yes, Koji literally plops himself down. Ouch. I have been woken up because Koji is whining...nope, not to go out, but because he doesn't have enough room to lie next to me and have me put my arm(s) around him. So, don't wish too hard. I did and now I have a dog who MUST sleep next to me. LOL.
I would give it some time. I noticed Koji really did not like being held, or near us, etc when he was a puppy. Check back in a couple of years. ;p