From what I have gathered, you are stating that upon lucidity through the DILD technique, the setting drastically shifts?
From experience, calming down in the moment helps, by taking deep breaths, and cultivating positivity. Something clearly needs to be resolved, and although it may be frightening, it's necessary. For instance, when I first commenced lucid dreaming, I had a terrifying experience with multiple false awakenings in almost, but not quite, pitch black. Eventually, a terrible distorted face appeared and made a blood-curdling noise towards me. However, I calmed down, and faced the being, and asked the reason. It cowered and stooped, and admitted the rationale for it's appearance (a pastime I had neglected). Upon my waking, instead of frightened, I was exhilarated from my confidence.

Afterwards, I was never terrified by dark settings in lucid dreams, and would instead leave the setting, explore, and make sure it was sunrise soon.