Most corals hide or retract at night as a defense mechanism so things don't eat or pick at them. Unfortunately I don't think that is anything you can train them out of, as it is a natural reaction.
You may be able to keep them out a bit longer by slowly phasing in and out your lighting. Or you can get other types of corals that don't close up. Acans and favias come to mind off the top of my head. They usually glow nice under the blue moon lights.
HTH!