I get one of these early morning calls every few weeks from my 27yr old son, but I really don't mind.
He works 200 miles away from me, lives alone, and I do worry about him being so far away from home and his friends.
He's usually been out with work colleagues and is on his way back to where he lives, but he knows that I'm always awake all night, plus he's usually told me that he'd be going out, so he calls me on his way back to the house (slightly tiddly), telling me about his night out, until he gets safely back into the house.
I see these calls as his way of making sure I know that he's walking along dark streets on the outskirts of the city centre, so that (heaven forbid) if anything were to happen to him, I'd be able to contact the police/ ambulance etc (even from here), plus it means that I know he's made it back to the house safely.
I'm really glad that he wants to let me know that he's on his way back to the house, and that he's safe, regardless of the time of night. Many of our kids wouldn't bother telling us about their lives.