Because they are comfortable Shoaling is an instinctive protective behaviour, not a display behaviour as such. Do you find when you are maintaining the tank, ie moving decor around or carrying out a water change that they school? This is when they are more likely feeling threatened.
Mine do the same. Although they sometimes like to school with the fire head tetras, most of the time they just hang out in smaller groups of 5-6. Unfortunate really since they look stunning when the do decide to school together.