They do ; select nights for MNSSHP - it's not on every night because they close the park to regular guests. You have to buy a separate admission ticket to go to MNSSHP. (If you're a regular park guest, you won't have a bracelet - so you'll get herded to exit, like they do with those folks that don't get EMH bracelet - think they're a little more diligent doing it for separate ticket events though).
In September, they only run on Friday nights. In October, they're more plentiful, but they still don't want to close the park early to other guests every night - so they balance supply and demand, I guess, like all things. ; Dates are announced far in advance, though, and Halloween itself generally sells out pretty fast.