Kangaroo rats live in the desert, and therefore had to learn how to be both water efficient and to deal with the heat. By staying in the burrows for most of the day, and getting out at night the not only avoid being outside in the hot desert sun, they also enjoy the cooler burrows during the day.
The only disadvantage I can think of is that there's less available food at night, but as most of their diet consists of flora, this is hardly a problem. Another disadvantage of sorts is that most predators in the desert are also active during the night, thus the kangaroo rat might be more susceptible to being hunted.