I had a very similar find two weeks ago. The homeowner where one of my traps is located called to let me know a swarm was moving in. Good, I thought, I'll let them set up shop inside for a couple days and come get them the following Monday after work. Something told me I shouldn't wait, so I went up there the next day, only to find the bees clustered on the outside of the trap. I tried to shake them off into a Nuc but found that they had drawn comb on the outside of the box and ignored the inside frames completely! I ended up shaking them into a trashcan, and dumping the trashcan of bees into a new hive, and discarding the small amount of comb they had produced. I have checked on them once since then and they are doing great.