Then you have someone who's afraid of the dark but enjoys sensory depravation. If the blindfold itself is causing a problem, use a lighter colored, light fabric blindfold that will let light through but still prohibit sight.
It is mostly sensory perception and the thought of being in control. While the dark is something completely unnatural to a human (who is used to light) a blindfold can be removed when afraid...thus still giving the wearer control