There is, in that they turn the lights on along the ski road. I've never bothered and I've never seen anyone else bothering - not just in Bansko but in any resort I;ve ever skiied at. By 8pm I've had a sauna and and getting stuck into dinner and beer.
It is nice to stay on the mountain near top of gondala having as late a drink as possible then take your time going down the ski road, we often did this just for the peace and solitude when every thing else stops and you end up getting down to Bansko in flood lighting about 6pm, but that was in early Feb.