I'd take another look at your cage first off, they should not be escaping at all.
Second, they do it because they can. If they can find a way out they usually will. Normally at night, when they're active. If the temps and everything are normal then it's probably just seeing if it can.
Once they know, and are used to their environment and have explored it and have not found escape they seem to settle down. If they keep trying over long periods of time you might want to look into your husbandry, maybe something is a little off.
Good luck.
**Edit: I stay up too late too.
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