Yeah if you have been watching any of the behind the scenes episodes that HBO has put out on YouTube you will notice a trend that the vast majority of the "night" scenes are actually shot during the day and then artificially darkened after the fact. They even said in other interviews that they scale up the lighting based on the number of torches, candles, chandeliers, etc etc that are present in order to give a more realistic lighting to the sets. So it feels like they intentionally made it dark as all hell in order to compensate for the fact that there are no torches or anything around and they are only going off of the light of the Moon.
That does not mean that I am defending the choice by any stretch of the imagination though because I had to raise the brightness on my TV by several magnitudes just to see what the fuck was going on during those scenes. And I was watching it in my damn near windowless living room at night. I can only imagine how rough that was for people who are trying to watch it in a lit living room or at a third party location.