My puppy is 9 weeks old and he sleeps in his playpen/crate(attached), I started to sleep in a different room than him, and he does not cry at night anymore. Should I keep doing this or go back and sleep by playpen?

If your puppy is not crying that is a good sign that he doesn't have separation anxiety and you don't need to be next to him. I recommend not sleeping next to him so that he continues to be okay when you're not there, because as he gets older he will likely need to be alone sometimes or sleep through the night without you. If you're worried about something happening to him you can get a baby monitor and put it near his crate then take the receiver to your room so you can hear if he wakes up. I would also recommend getting up a couple of times to take him out to pee and/or poop - most puppies that age need to go every 2-3 hours. Good luck with your new puppy!