some did. DS3 was exceptionally good at going to bed.
others we struggled with.
DD is now roughly the same as your oldest (she is 3 in 6 weeks).
she varies from going to bed at 8pm and quiet and asleep in 15 mins to keep coming down the stairs, screaming, past 11pm.
i do not have a magic solution, i wish i did!
thing is this whole sleep malarkey is difficult because it is not a constant, predictable thing, but depends on activity level, how much they ate/drank, illness & recovery, growing spurths and so on...
as Michael McIntyre said " Before we had children I used to say to my wife 'Good night darling'. Now we say 'Good luck' "
so so true!
I think it's also important to remember that some nights you actually don't mind whether they sleep on time, other nights it's extremely frustrating to try and establish or keep to a routine.
So when you happened to be more relaxed don't let the reins go too loose, conversely when you are really tired & annoyed try and pretend you are not. kids sense you are stressed and it makes them feel insecure - they need more reassuring (hence extra requests) - vicious circle.
so fake it till you make it, deep breaths and act nonchalant. You're more likely to stay in control!
hope this helps