It wants to see an entry/exit zone being opened during the exit delay. If you don't leave the house, or if you leave via some exit that doesn't have a sensor, then by default it will arm to DAY mode. There's a parameter called "Unvacated Premises"; in PC Access, it's in the "Arming" area under the Setup tab, at the bottom of the list. If you set that to "No", then it won't do this.