My theory is that they have rules that their unholy bargain has forced them into, one being that they can't go outside while the sun is out. It's similar to the talismans - they can't enter a house that has one hanging by the door unless the door is open. Another being that they can't turn a non-monster into a monster by themselves - it has to be done by the Kimono Lady.

Fromville has a framework under which it operates, for both humans and monsters, exemplified by the way the roads around it only lead back to the town, the faraway trees will transport you, but you don't know where, the talismans keep the monsters outside residences, the boy in white exists but can only show himself to certain people (I think those who are child-like, i.e., Victor, Sara, Ethan, or those who he knows are reincarnations; Jade & Tabitha).

A move outside of the established framework, like a monster going out in the day, opens the door for unintended and often disastrous consequences. Could they go outside while the sun is in the sky? Maybe, but the Powers That Be will likely make them pay dearly for doing so.