“Are you going to sleep?”
If you are going to sleep, that’s obvious. So she’s not asking out of curiosity. If a woman asks this she either doesn’t think you spent enough time together and wants you to stay up later talking to her or, she wants to have sex, but she was hoping you’d initiate it. Your best bet is to turn around, put an arm around her and say, “I don’t have to.” She’ll give you a cue from there.