The cubicles might be too warm for them (they can't take their coats off). Try taking most of the straw out. Or placing them on their roost after dark.
Also keep in mind that they are prey animals, they want to lay in a cave to protect their young, they do not want to sleep in one because they can't see what is going on around them. Think roosting in trees and nesting on the ground (wild, instinctual behavior). Why do they do that? In a tree at night, they can see and hear predators. Can't really lay an egg in a tree, and they are not built to make a nest in a tree (they don't fly they fall with style). So they have to nest on the ground, they like a hidden place they can tuck into, which is why they like nest boxes for laying.