Ah, I know how you feel. :( At my old barn, the lessons were held outside, so if it rained, they were either cancelled, or we had to have a verbal lesson (no riding nvolved!) in the stables. It was so boring, LOL. :P Now at the place I ride we have an indoor arena.
Anyway, I understand your frustration- but I agree, if night lessons are an option, I'd take 'em!
Or get an alarm for yourself.