We did the night tour at Prague Castle last Sept - well, I did. My husband was supposed to come but he was very sick and couldn't make it. The guide told me he could join the tour the next night but he was still sick. Anyways - I did the tour before seeing the castle while open the next day and it was nice to have some advance info before going. Yes, you can walk around at night by yourself (the gates closed at 10pm), but it's nice to have someone there pointing out details for you. I even learned the easier way to get to the castle instead of walking up the stairs/hill and utilized that the next morning.
We did see some other tour groups - including the one where the guy is dressed up like it was 150 yrs ago and holding a lantern - maybe it's a rivalry, but our tour guide said a lot of info in that tour was incorrect. And the Naked Prague was nice because it was a smaller tour - 8 I think (well, 7 less my husband). Def look for a smaller tour group if you can.
We also used Airbnb experiences for a walking tour of Prague and had great fun with that as well. Small group - 10 or 12 and great guide and saw lots of sights.