How do you handle different rules between houses?

My kids are 7 and 9, split time 50/50 with their mom. She lets them stay up until 9pm on weeknights and eat whatever they want, while I keep a stricter bedtime at 8 and limit sugar. They're always upset when they come back to my house. I've tried talking to her about consistency but she says that's how she wants to parent. Any advice on how to handle this without making it a huge thing?