Why was Margot forbidden to cough at night?

Anne and her family are in hiding for a reason. As Jews they are in grave danger in their own country, and at risk of being sent away to a prison camp if anyone should know that they are still there. As such, it is imperative that they make as little noise as possible in order to keep their hiding place a secret from those who might seek to expose them.
Margot has a bad cold, and, presumably, an accompanying cough. This is not Margot's fault, but the family are extremely concerned that the sound of a cough, especially if repeated, can be loud and could be heard by others not expecting sound to come from their hiding place. The Franks are hiding between two commercial premises: on one side, a branch of the Keg Company, and on the other, a furniture workshop. While the people who work in these places leave at night, the family is still concerned that any loud sound they make could carry through the walls and be heard by the people coming to and fro on either side, which would generate questions about who is occupying the space between. This is why Margot must keep her coughing to a minimum, in order to keep the family safe.