Mine didn't care to until they matured a bit. My theory on it (there are many, and there is no reason mine should have any merit, its just based on my observations) I see lots of young clowns in nem's, so its definitely not against the "hosting rules" for them to do so, but in my opinion that is because they have the nem early and seek protection in it... that drives them to the nem. When they don't have one right away and are comfortable in a tank, they have no need for the nem until they reach a level of maturity where breeding comes into play... They then again seek the protection of the nem for breeding activities... I have no idea if it makes sense, but when I hear people noting to 'give them time', it also seems to be an indicator to me that they need to mature to a point where they feel they 'need' the protection a nem gives.
Its kind of the only reasoning I can come up with as to why they decide to be hosted... its the drive behind the behavior I'm trying to examine to kind of answer it. (sorry, I'm one of those people that likes puzzling over things they can't really understand)