When I’m hunting at night, I never go alone. My neighborhood isn’t unsafe, but there’s just enough dark patches to wonder how tempting a target I make solo. I generally go either with my husband or a friend who’s playing Pokémon, plus we walk the dog (he LOVES this game because he’s getting much longer walks out of it). We take turns holding the leash and keeping an eye on the street, or hunting dinos and supply boxes etc.
It works pretty nicely for us. Having a dog to walk probably helps with the safety issue too, as he’s just big enough (35-40 lbs) that anyone wanting to mess with us might worry about him, if he decided to get protective. He’s very friendly, but he’s also capable of a fairly menacing growl that he’s used a couple of times.