That's what they do. They will always wake up for every little sound. I put my brooder in a quiet place with a red heating bulb. It's suppose to help them with sleeping and less pecking.
-Of course this is nothing to worry about
They are like little toddlers who fight sleep because there's just so much world to see, so much to do!
And then finally they pass out. Healthy happy chicks will tend to lie in a "chick carpet" spread out across the floor of the brooder. Just touching each other, but not piled up in a heap. If they are piling up on each other it means they're not quite warm enough!
It always cracks me up when it's "lights out" for my chicks. They will protest at first, then gradually settle in. The last thing you hear before they sleep is this whirring/chirruping almost purr sound, like they're chirp-snoring. Silly baby chickies!
Try blocking the light with a dark cloth at sun down. Just drape a cloth over the brooder between the light, even a red one is brighter than night should be, and the chicks. This encourages good sleep patterns and the chicks won't be fearful of the dark once you remove the heat lamp.
I have six-day olds that sleep when it gets dark and wake up at first natural light because they have no artificial light. They warm up under a heating pad, sleeping in a cave out in a grow-out pen in the run with the other chickens.