The issue is that the bed message "all players must be in a bed to skip to dawn" appears after exiting as if the second player had entered a bed.

This assumes you have two players.

Player1 enters a bed.
When Player1 first gets in a bed it tells you correctly;
"Player1 has entered a bed.
To skip to dawn, all players must be in a bed"

Player2 then enters another bed
When dawn is reached all players exit but the message appears as if the second player had entered a bed.
"Player2 has entered a bed.
To skip to dawn, all players must be in a bed"