They do like to feel private and secure. My two youngest RIRs tend to lay about mid day. If I need to be working in the run at that time I try to avoid working near the coop so I don't make them feel uncomfortable; nevertheless, if I am working in the run and one or both of them are in the coop, they may look outside to see what the noise is, and when they see it is just me, the go back into the coop and return to their nest. I try to never disturb them when they are preparing to lay. Actually, if I am out in the run when the darker RIR lays an egg she will follow me around for several minutes squaking her "egg song".
My other girls, a Welsummer and a Barred Rock will often use the same nest to lay in. Their eggs are very different (the Welsummer's being much darker with very dark spots), but I have actually seen the Barred Rock nudge her egg toward me as if to point out which egg was hers.
Chickens are fascinating in so many ways.