The daycares my kids have gone to have all charged a moderate late fee, but said very explicitly that if you are habitually late, you will be kicked out of the daycare.

One of the daycares at 5:30 would just take the kids with her on her nightly errands, and you'd have to run all over town to find them at the grocery store or whatever.

These are both ways of making it clear that it is socially unacceptable to be late.