What's the reason? For the darkness, I mean...

[Hunter of Shadows]

From a gameplay perspective:

Spoiler below!

The refinery is the first time the player meets any sort of monster. Although it can't attack you, it works as a decent tutorial. Telling you to remain in the darkness and stay on track seems reasonable then, as lingering around with your lantern out will get you killed in later portions of the game

Wrong. It is the third (or fourth depending on how you play) monster you encounter and it can and will attack you if you get too close.

I do like your explanation as it pertains to the storyline though.

it's the first monster that can hurt you, so no it is not wrong