My kids have a toy room which they prefer to use as a toy storage facility and would rather drag all the toys out and spread them from one end of the house to the other.
Mine too. The toy room is where the toys sleep at night (can also be found sleeping under couch, under table, in bookshelf, bathroom and so on). The rest of the time every square centimetre of the lounge, hall and kitchen is dedicated to kid crap.
I think they just like to be near the one they love most, although I would be quite happy for them to be somewhere else, along with the lego, ponies, etc.