Here's why:
* Midnight is a time of day. It's not a proper noun like a person's name or a specific location.
* Proper nouns are capitalized. However, times of day are not considered proper nouns.
Example:
* "We arrived at midnight."
Exceptions:
* If "midnight" is part of a title or a name, it would be capitalized. For example: "The Midnight Hour" or "The Midnight Sun."
* In some specific contexts, like poetry or literature, you might see "midnight" capitalized for artistic effect.