Thusly "Rodney" Spake Unto All:

I always seem to lose one after I turn off the lights and check on them the following morning.
Are the tetras naturally weak?

Yes, neon tetras are in my experience weak. As has been pointed out
this is probably due to the way they are bred in south-east asia:
there's no culling of weak fish, and they're bred with prophylactic
dosing of antibiotics, meaning the breeder experiences few losses, but
the downside is that the fry never develops its immuno defence system.
When the antibiotics leave their system, they're wide open to
infection.

My experience is that the deaths taper off with time, so that after a
couple of months you'll be left with about 1/2 of your original neons.
The remainder will prove quite hardy and long-lived.

Note that this is my personal experiences with neons. This has been
discussed before, and many reported very few losses with neons, and
many considered neons to be very hardy fish.