Probably because it needs watered. My theory, is that the sun draws alot more moisture from the plant, than the CFLs do, and because the soil is nearly completely dry...the plant can't draw enough moisture to keep itself ridgid, not while under the intense sun, transpiring heavily. Then, when moved to CFLs, the transpiration slows way down, and gives the plant a chance to rehydrate, and perk up. That's only temporary though, the soil will run out of moisture, completely, very soon, and it'll droop under the CFL, as well. In other words...it's time for a heavy watering.