They are. Any hedgehog out during the day is 99% going to be in trouble and needs to be assessed by a hedgehog rescue. Often, pregnant hedgehogs (and semi-hibernating hogs) will be out in the day, searching for food, looking for bedding/nesting materials and, generally, preparing for giving birth to their young. If the hog is a healthy-looking adult and is busy carrying grass and leaves to a dry space, then leave it alone. If it is asleep in the sun, staggering or walking in circles, it needs to get to a rescue centre, as soon as possible. Using a thick towel and/or gardening gloves, pick it up and put it in a cardboard box or pet carrier, lined with newspaper or an old towel. If you haven't got anything to put it in, ask a neighbour for help, or wrap the animal up in an old towel and take indoors to a quiet safe room such as a bathroom while you make arrangements for its transportation to the nearest wildlife hospital or rescue centre.