I doubt if it will tell you why its nested there ;0) But, I think it might make sense to leave things as you've had them. Leave them at the condition in which the nest was built, for whatever reason she was attracted to that spot.

Sadly...I should have turned off the light. I think the hummingbird was protecting its nest from the moths, mosquito hawks, etc... rather than eating them. No sign of hummingbird today or tonight and 2 abandoned eggs in the nest. Hopefully it ate a few to have strength to make a new nest elsewhere. I hope Mother Nature helped that bird - I'm afraid keeping the lights on did not. I just thought it was eating the insects and didn't want to disturb. I'll be hanging a new feeder up to give more a chance...ugh

I read online hummingbirds do eat bugs so I think it was probably just getting extra protein