I can't seem to find the paper, but there was a study conducted in my city that found that, beyond a certain point, more lighting makes people feel safer, but seems to also be associated with more crime.
As I recall, they didn't really figure out the reason for that, but the paper suggested one potential problem is that adding lights simultaneously ruins people's dark vision and creates more shadows to hide in. One other hypothesis I'd want to rule out before drawing any big conclusions is that law-abiding citizens aren't the only ones who know that people choose the more brightly lit streets when walking at night.
My own personal best guess is that, if there's any relationship, it's non-causative. I'm guessing that what muggers actually prefer is areas with low foot traffic, and it just happens to be that places with less foot traffic also tend to have fewer lights.