I was once on the last train from Marylebone and as it approached Denham Golf Club the driver announced that the station lights were out. That gave passengers wishing to alight the option of doing so, and accepting any resulting risk, or staying on board for the next stop (Gerrards Cross) - which is what they'd have had to do if the train had non-stopped Denham GC because it was in darkness - and then finding their way back home. I thought it was a useful piece of information from the driver.
At my local station, Overton in Hampshire, there are no street lights in the roads leading to the station so once you are away from it you are in darkness. As others have pointed out, your eyes adjust very quickly.
At night-time the presence of working platform and/or street lights is absolutely no guarantee that you won't slip on a patch of ice.
I sympathise with the OP and some useful suggestions have been made here about what might be done to ease such a problem, e.g. a button to bring the station lights back on for a few minutes. But I don't think delaying the train (already late in this case) and everyone on board, and thus possibly causing problems for some of them, is the right answer. My view is that an absence of artificial lighting during the hours of darkness is something that will happen now and again. If you really cannot bear being in that situation you should carry a small torch at all times.