Preschooler | Sleep

Our son will be 3 years old next month. Lately he has been insisting that his bedroom lamp remain on all night. I have switched to a 40-watt bulb just to make the room as dark as possible. Is there any reason for us not to allow this practice? I worry about his eyes, etc. He does have a nightlight in his room, but that does not seem adequate for him. If I get up in the night and turn the light off we find it on in the morning — which means he is getting up at night and disturbing his sleep. Should we just wait for this phase to pass, or be firm and unplug the light?
Read Is it OK for my toddler to sleep with a light on?

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