A couple of centuries ago, no explanation would have been needed for why the heroine is imprudent to set out at nightfall for the streets. Or anywhere else. (With clouds rolling in, so no moon.) there were laws and things that differed from day and night -- even places where crimes committed at night were tried in different courts.
Nowadays people are so used to street lighting that some explanation is needed. A lovely chance for info-dumping. Not just about the shadows. But about stories and back story.
(To be sure, I'm going to have to pay attention to lighting along the way. Sunset won't last that long.)
Now, I just need to do it without mischaracterizing my heroine. sigh. Actually, people who insist on forcing advice on you when you don't have the time to listen are not that nice.