Consumer wearables increasingly infer sleep stages from signals including heart rate, accelerometry, and photoplethysmography. However, existing studies often report end-to-end performance under a fixed signal setting, making it difficult to determine whether the observed performance comes from genuine physiological decoding, temporal priors, or dataset-specific confounds. To address this limitation, we introduce a four-layer controlled decomposition framework for non-EEG sleep staging, covering signal source, physiological representation, temporal prior, and decision layers. The framework is evaluated across a signal-quality ladder spanning Apple Watch Sleep-Accel (N=31), the Sleep Heart Health Study (N=195, laboratory ECG, respiratory, and SpO2 signals), and Sleep-EDF-20 as an EEG+EOG reference, using the same compact Mamba2 model throughout. Laboratory cardiorespiratory signals reach κ=0.492, while EEG+EOG reaches κ=0.796, leaving a residual gap of Δκ=+0.304 that reflects missing cortical information rather than temporal modeling alone. Consumer HR/ACC reaches only κ=0.255, quantifying the additional penalty of derived wearable signals and real-world sensing constraints. Confidence-based abstention provides a calibrated operating mode: removing the 20% lowest-confidence epochs increases κ from 0.452 to 0.512, while a label-shuffled control collapses to κ=-0.003. These results support non-EEG sleep staging as coarse, confidence-aware sleep-structure monitoring rather than EEG-equivalent five-class clinical staging.