I think it's fair enough to 'worry' about whether a family member who shares your home has gotten home safe at night. If my DH went out and I woke up at 2am and he still wasn't back, I'd certainly worry about whether or not he was safe - and he's in his 40s never mind being barely 18! FFS I even like having the cats safe inside before bedtime, so I know they'll still be safe and well the following morning.
You can't set a curfew or police the whereabouts of an adult, though. Just set expectations about disturbing others i.e. come in really bloody quietly if you're returning home after others are asleep.
I like the idea of leaving a landing light on that gets turned off when they come home, so you instantly know whether or not they're back if you stir in the night. Saving that one for when DC are old enough to be out late!
Agree it's YOUR anxiety though and your problem to manage, not theirs. My DM always said she couldn't sleep until she knew I was home safe and I felt constant guilt and like I had to rush home from a night out because it was costing her sleep. I wish she'd kept her feelings to herself on that, at least until after I'd left home.
I do think it's perfectly acceptable, though, to ask family members including adult DC who live with you to pop you a text if they're going to be out crazy late or not come home at all. Just so you know they're OK when you wake up and find them missing. They're family, not a random housemate, and wanting to know they're safe isn't completely unreasonable.