If you want to do sleep plus general neurology and specifically see some epilepsy patients, then the neurophysiology fellowship makes sense (particularly if you feel your residency didn't prepare you that well for private practice...which is not uncommon these days).
The downside is that you are now spending an extra year (of 200-300k lost income) as a fellow once again.
You'll definitely be well rounded and could still do pure sleep if you wanted. Based on the literature, I think it is reasonable to check for sleep disordered breathing in most patients with epilepsy. It's almost fair to ask why you *shouldn't* send an epileptic for a sleep study if they're overweight, complaining of hypersomnolence, snore, have nocturnal seizures, or have uncontrolled seizures. Beth Malow at Vanderbilt has written alot about this topic. And Nancy Foldvary Schaefer has some good book chapters and articles on this, too.