if you feel its too often or they are interferinmg in your personal life then hint it to them to please call before coming.
a easy hint to tell them is “you & your wife have certain times of night when you go out shopping or to dinner etc… can you please call before coming to make sure we are home & not out?” i think this should be very easy to tell them & would not be insulting to them at all. everyone has needs to go out at night (rather its reasons above or for a Simcha etc…)