Why does Atticus leave the house late at night? Other than the time, what is unusual about his departure?

Atticus leaves the house in his car, carrying an electrical extension cord with a light bulb at the end. He refuses to allow Jem and Scout to come. Around 10:00pm, Jem starts changing his clothes and tells Scout that he's going downtown. Scout insists on coming, and they pick up Dill on the way. They look for Atticus in his office, but finally spy him sitting outside the county jail, with the light bulb providing light for him to read his book.