Just because you're in the city doesn't mean that you don't have predators. I have a raccoon living in my backyard tree that is as big as my laborador. Scary. My run is roofed and very secure. Not only do I close them up every night, but I also lock the doors. I just don't want to come out in the morning to carnage. They are relying on me to keep them safe.
If your chickens aren't sleeping on their roost, try to figure out why. Is it uncomfortable? Too high? Too dark (they don't see well in the dark)? Do they just not know how? Put them on their roost at bedtime and they'll learn. If you feel that it's too dark and it makes them sad, then give them a window. I think that all coops should have a window anyways.