By May temperatures will be on the rise. Higher elevations will be cool, but there are blankets in all the albergues except the xunta albergues in Galicia. Unless you need the extra warmth of a sleeping bag, a sleeping bag liner will be sufficient. You may have to ask for a blanket, because they may be packed away after the end of winter. If you decide on a sleeping bag, the inside of albergues in May will never drop below 50-60F, so the lightest sleeping bag you can find will be sufficient.
Buen camino!