Everyone is asleep during the night. Kanji, Yosuke, and Yukiko don't notice anything weird happening because they're passed out. And even if they did the event is not actually going to be a static thing. It doesn't happen in the same place. Certain districts in Inaba will change into dungeons ala Madoka Magica. Our connection with Scarecrow will allow us to enter anyplace of our choosing when we like. The investigation team from P4 doesn't have that luxury even if they were aware of the happenings outside the tv world.