Neon Tetras are a schooling fish, and should be kept as such. It is embedded in there genes to be around one another, and it is instinct to panic when alone. When the lights are on, your fish probably feels safe enough, but when the lights go out, he lacks his only means of defense, which would cause any fish to go into a panic. Depending on the size of your tank, you could have a school of five in a ten gallon tank, or a school of 25 in a 50 gallon tank. But i'm guessing that you are probably on the smaller end of the tank scale. In which case, you should get him three to four more buddies to keep him company. Hope that helps!

~Thomas