That seems strange... In my (limited) experience Chickens really do try to sleep in the highest place possible. It's a defensive thing, the closer to the ground they are the easier for predators to get to them. I don't know why they would go from regularly roosting to sleeping in a lower box...
As far as comfort is concerned, what type of material is the roosting bar? I've heard of chickens having trouble getting traction on some types of roosts. Ideal roosts are something like a 2x4 laid on its side or a substantial branch, something they can really get their feet on/around. Narrow dowels, slippery material, and the like are less desirable.
If the coop is secure and no possible issues with animals getting in from the bottom, I would think it's just an issue of them pooping where they lay and not "bad for them".