If moths like light bulbs, and try to fly toward, and bounce into them, then why don’t they try to fly toward the sun during the daytime?
Easy: because moths are nocturnal. You don’t follow the sun if you sleep all day.
For more on the light-following habits of moths, see the Straight Dope article, Why are moths attracted to bright lights?
But why are they nocturnal? Is it because they are evil?