Exactly. As ninjas always walk in the dark of night without fear, so should you. Else you're a nonja, which is like a ninja, but fake. That would be bad, because the real ninjas of the opposing ninja clan that you are impersonating would look for you.
And because ninjas know one billion ways of killing you, any nonja is at grave risk and thus need to avoid being ninjacided. Therefore the moral is don't be a nonja. It's bad.