I too am traditionally a night owl, perhaps up to 4am. And as long as the lights are on they wont come out. They will stay in pouch and interact, groom, cuddle and whatnot, but no exercise. Then I usually feed late and go to bed.
I think I have found that this is not terribly bad but it is also not great. They end up being up and out less as a result.
My thoughts are that sugar gliders should be allowed to wake up naturally, maybe 8 or 9 pm, and they should not be fed until later. This forces them to be up, to scrounge, to exercise and all that. Being hungry is not a bad thing and I think it is actually a motivator for them to be up and active. As soon as their bellies are full they usually go back to bed and then they slowly get fat.
The best way to motivate exercise is to not feed until they have been active for awhile.