Take a sick day -- have a "doctor's appt". It's really not that big a deal. "Hey, I have to come right from work, do you mind if I don't wear a suit so I don't have to go home and change" -- it's a well-understood problem.
Surely, though, it's easier to just do a coding problem in the evening? No worries about coming up with a lie for your employer, no possibility of suspicion, and some people have to take sick days out of their vacation time sadly.
Some people are tired and not at their best after a full day of coding.
I talk to the applicant and try to work something out. I interview weekends and evenings if that's what they want. First interviews are always on the phone. Eventually, they have to come in, but by then, we are pretty sure it isn't a waste of time.
I can't code shit in the evening after work. Some times I take vacation days, intending on doing nothing other than working on personal projects during daylight hours.