After Captain Marvel and friends docked at Mar-Vell’s cloaked orbiting laboratory - a Kree Imperial Cruiser - it didn't recloak.
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The goal of the mission was to get the Tesseract, as they were trying to beat Yon-Rogg and Starforce there, they were presumably trying to be in and out as fast as possible. They head straight for the Tesseract and grab it. It is only at that point that they realise they aren’t alone and Talos starts his call. At this point they are now too distracted with their current situation to act any further. Then before they can regain their heads to either escape or hide again, Starforce enters.
So in short from the points above they were trying to be quick and got distracted once there. However, another reason could be that Carol might have disabled the cloaking when she used her device to override the system rather than just turning it off. If so it might not have been possible to turn it back on again, at least not initially. But that’s just speculation, the initial reasons are most likely why.
Computer: Decloaking activated.