I think it’d be better to say “We play at ten in the night.” or “We play in the night at ten.”
Don't get when "ko" is required! Seems that it sometimes there and sometimes not.
For evening ,night,morning,afternoon ko is compulsorily added
What's wrong in.. We play at 10 pm in the night..?
Very hard to say why (we do say 'in the morning' after all) but it's just not done. It's always 'at' night.
'at' twice doesn't sound good