This is very normal for
chickens. They like to make their own spots. The challenge for caretakers is to make the nest box the safest most attractive place for the maternal instincts of the hen. If you have a large flock, often the hens on the low end of the pecking order will also prefer to find their own place rather than fighting for time/access to nesting area.
I have had wild
chickens from my neighbors place come and make nest in the strangest of places, even though he provided food and
shelter for them. They preferred to live in the
trees and brood under my carport on the ground!
As someone mentioned above, one way to encourage hens to lay where you want is to use a decoy egg. However, I would use a ceramic egg instead of leaving a real egg. Certainly mark it if you do, so you don't eat a bad egg. But also if the egg breaks the hens can learn that eggs are good to eat. (yes, they can and do turn cannibalistic on occasion.)
If all else fails and you have a stubborn hen whom does not like your particular taste in nest boxes, make her one of her own where she frequents. If she will still does her own thing, she may be too 'broody' for a laying hen and need be culled from the other layers.
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