During the week it's not a big deal. Really all you have to worry about is the same stuff as during the day. Drunk idiots, weed and campfire smells, fights, and theft. There will possibly be people in the run even late at night. For me the biggest issue was always just getting into Ginnie. Some nights you drive right in and they let you through. Some nights nobody's around to let you in or they give you a song and dance about not being able to let divers in at night. I believe that may be resolved now, but about 4 or 5 years ago it was a crapshoot if you'd easily get in or not. Its partly why I don't get an annual pass anymore. The two best parts was skipping the waivers and going anytime you wanted. When it got to be a headache going, there wasn't a reason to drop the money on a pass.
There are also a group of locals that do a weekday night dive together.