Sounds like they either have no sleeping schedules, or it's bugged.
Basically this. Also, did you know that that NPCs are (or at one time were) supposed to change outfits when they go to sleep? Many NPCs have sleep outfits assigned to them and there is a box you can check in AI sleep packages, but it doesn't work at all, no matter what you may throw at it. And yeah, NPCs not sleeping like they should is annoying, particularly if you're playing as a vampire.