I believe all fish have a sleep cycle. I know many can even suffer from jetlag. This is one of the things that is an issue with the sensitive sand burrowing wrasses. They often need adjusted from their prior sleep schedule, otherwise they bury in the sand on their previous schedule and miss daytime feedings. Over time your goby will likely adjust to the tanks lighting schedule. I wouldn't be particularly worried if it goes to bed shortly before lights go out, so long as the fish is out and about some time and getting food.