Holograms aren't stable in the long term. They will start to come apart after some time. That, and they constantly require power to maintain. A bed and furniture does not, and will still work if the ship needs to go without power for one reason or another. Most things someone might put by hologram can be done by replicating the thing, instead of using a hologram. Most rooms have a replicator, and excepting furniture, which you might need to ask engineering to make for you, you can just make it yourself.
Starships aren't lacking space by any means, so there's no need to stick people into a broom closet.
Though there are things like that. The Ba'ul "migration" ship was basically that, where the entire ship was meant to be a holodeck. In the 32nd century, rooms are basically holograms, except that holography has been superseded by programmable matter.