Women tend to also process visuals differently. I do think I've seen data that show men's eyes tend to be more sensitive to movement while women tend to have better color recognition on average. Movement is often also detectable in the periphery.

So when women look at dark areas they may see more things there in color, this may create a sort of feedback loop for night time visual behavior in addition to obvious sociological concerns.

The way to test for a visual feedback loop would probably be to evaluate night time driving (or other safer conditions) differences to see if women tend to look more at low light areas.

Alternately you could put men and women out in the woods and see if their behavior aligns.

Would need to compare it to the same data sampled from different places.

is this happening just because women are more worried about getting attacked.

Uh... It's complicated, but

https://en.wikipedia.org/wiki/Women%27s_fear_of_crime

Long story short, the less likely the crime, the more women are afraid of it happening to them.

(And yes, this sentence is very slightly cherry picking data to provoke people to read the wikipedia page).