That's strange, most of the ones I know do so with frustration and resentment. Perhaps you're referring to a different, more amicable government?
It's not really up to them, though.
Folks deemed "essential" like security screeners, the Coast Guard, etc. are expected to still come to work. Non-essential employees are furloughed, and it's actually illegal for them to volunteer their time.
https://www.usatoday.com/story/news/politics/2013/09/23/gove...
> Natter noted that the Anti-Deficiency Act, the 129-year-old law that forces the government to shut down without an appropriation from Congress, also makes it illegal for furloughed workers to volunteer — even though many end up getting paid whether they work for not. "It really ought to be rewritten to be more relevant for the 21st century," he said.