It is because of the kind of heatlamp you use. They are still getting enough sleep just not all at night. That is why I love the ecoglow brooders so much. They emit no light so at night it is dark and they sleep. Yours will start sleeping through the night once they are feathered enough for you to take away the heatlamp.
sounds like you're having fun with your babies!
sounds like you're having fun with your babies!