It's not weird
I had a watchman goby make the overflow his home for his first few weeks in the tank. I could not keep him in the dt no matter what, but was able to screen off the sump access so he didn't get chewed up in my pipes.
Where they live in nature I think it's a good defense to just jump into the next area of the lagoon when they get spooked. It's like a shallow rocky area with diff pools. Being in a new tank is hella spooky, especially if you're wild caught, but where you jump to isn't a nice new puddle, it's the rug (and my cat). Once mine settled in it was fine, I'm thinking your diamond is the same way.