I'm going to get theoretical on your ass D Rock
(And don't take this to be gospel, it's just my interpretation of what I have learnt.)
Plant growth factors (auxin) are hydrolysed (broken down/destroyed) by light. Put a light on the left of a plant and the plant bends to the left. This is because the auxin in the right side (dark side) of the stem continues to increase cell growth, where as there is no growth on the left side (light side) due to lack of auxin, and hence bending.
Auxin may promote axial elongation (as in shoots), lateral expansion (as in root swelling), or isodiametric expansion (as in fruit growth).
When the lights go off, the distribution of auxin changes as it floods the plants. This causes all round growth or increased turgidity and can make your plants appear less than perky, like they're puffing out their chests.
There may be some other reasons for drooping (such as to preserve water and prevent dessication/drying out) but I believe the answer above to partly the reason why they respond the way they do.
(sorry for the long post!
Auxin comes from the apical (dominant top) shoot and has an inhibitory effect on the lower shoots making the highest shoot climb towards the light more vigorously than the lower ones and that's the basis for the mechanism behind lst)