Think about how a broody hen raises chicks.....she doesn’t have a night lite under her wings. When the sun starts going down, she settles down for the night and her chicks snuggle under her for the night - the whole night. She doesn’t get them up for drinks of water, bedtime snacks, or shenanigans like leaping and playing around. When the sun comes up, they all wake up ready to take on another day, and that doesn’t mean plastered underneath her.
I think yours are doing what my first (and only) heat-lamp raised chicks did.....throwing an old fashioned temper tantrum. Chicks are no different than chickens. They don’t like change, and dark is a big change after light 24/7. So you are right..they aren’t cold or having any other issues. They are just plain mad at you right now.
Are they in a place where they can get sunlight during the day and having it get get gradually darker as the sun goes down? They’ll get used to natural day/night cycles a lot faster if they actually experience it nightly. Oh, they’ll still hate you the first few nights, and probably loudly, but at least you’ll be progressing toward more natural cycles instead of fighting the same battle night after night - they’ll keep yelling as long as it works because they’ve learned to “call” you to get what they think they need. As long as you are providing them with any light, especially just before the time you want them to go to sleep, they aren’t gonna cooperate. Nightlights just prolong the agony - yours and theirs! It’s one of the reasons I only raised one batch of chicks the “conventional” way and then chucked the books in favor of imitating a broody hen as closely as possible.
Have a glass of wine, put on some headphones, and steel yourself. They can’t be in control forever...eventually they have to become chickens and putting it all off just means they’re older with more ingrained habits! You’ve got this - really! You already knew why they’re doing what they’re doing, so the battle is half won....