But why does Gulus want a body pillow of Hiro though? ^^; It's really awkward for him to be sleeping in the same room as him with something like that.

Technically that specific doodle was a bonus warm up sketchthat went with this Commission I did here:
https://www.furaffinity.net/view/52968991/
my instruction for that panel was that Gamma, Gulus and Espi would be decked out in Hiro merchandise and other swag and that Espi would have the "Baka" line but otherwise was allowed to do whatever I wanted and I thought Gulus (The one you would least expect to get a body pillow and a plush doll) would have a body pillow and Plush doll while angrily glaring at anyone who would take it away from him like an aggressive dog with it's favorite bone.
Then the above doodle where Hiro is trying to take it away because it's just weird for him to have that happened.

Gulus probably ends up keeping the pillow because the wording of his threat could mean if Hiro takes it he either has to get him a new pillow, or could be read as Hiro will have to BE the replacement Pillow and he would probably choose to not risk it being the seconds option there.