It is interesting that you bring up this topic!

My longtime psychodynamic T gave me a nightlight when I was in my college years. I had admitted being afraid to sleep in the dark (I'm fine awake in the dark go figure)

So he gave me this simple, non childish nightlight. It was a sweet gesture.

Maybe your T thinks you want to lose the light? Maybe she senses your embarrassment on the subject? But if it isn't a problem no need to change it.