I went to my friend's house, rang bell four times but he didn't open door, he might have been asleep so csn we use might here(Isn't it safer to use might have done when referring to a past incident)?
I am not sure that I know what "csn" means and, to be honest, I don't really understand some punctuation (and maybe that's why some of the intended meaning may have slipped from me). But from what I have managed to see I can still infer that the situation you have just described is a little bit different from that described at the beginning of the thread.
Let us try to analyze your sentence. As far as I can see, there are two major parts in it. In the first one you've depicted a series of events in the past. In the second one you've described an inference based on those events. What is important here is the moment when the inference was drawn - it seems that the narrator put it in the perspective of "now" (he thinks now that it was possibly true at that moment in the past when those events took place), and that is why we may consider the use of might+perfect infinitive logical there.
As for your question regarding the safety of using might+perfect infinitive whenever you refer to past events, I wouldn't say it is always safe.
Let's imagine the following:
"I allow you this, so you may enter here", said my friend.
After a while at a police station:
“And what did your friend say?”
“My friend said I might enter there.”
Would it be really safe for him to say "My friend said that I might have entered there" instead?