You're on the right track..
Is this anything to do with safety? One would think the safest place to be would be in the light directly under the lamp post but maybe the greatest threat is in a place that appears to be safe and has hidden dangers.
Or maybe can't see the wood for the trees...
Konie, nie zebry.
I can only think of the old hoofbeats thing. Hearing hoofbeats, you're more likely to have a horse than a zebra behind you. I think it was originally based in medicine, as in think of the most likely common illness rather than rare/exotic diseases.