Ambushes should always be a possibility. But they don't have to be a big possibility. Players can reduce the risks of being ambushed while asleep, but can they ever reduce them to zero?
Even a "safe haven" might harbour something unpleasant. Rats in the walls. A phase-shifting monster that cares not for barriers. Ghosts.
Something can always get you.
Commentary by memnarch (who has not seen the movie)
Hm, that's a great point there. The characters pretty much always stick together in the previous movies, so there's never really been a need to draw attention to that fact. However, I bet that the actual first time different time zones could possibly be shown was with Order 66. Coruscant looks pretty dark out when that starts, but there's a number of scenes across the galaxy shown where there's light out, especially Utapau!
A scene about someone sleeping would generally be glossed over as a boring thing right? Nobody ever sleeps in Star Wars unless there's a purpose for it, like a mostly stealthy rescue! I'd presumed that the characters would just rest whenever they wanted to between major scenes and that was just glossed over, but maybe that's not actually the case. Or perhaps this is just Pete taking advantage of the scene setting in the middle of a session.
So why would Rey really be sleeping outside? Luke doesn't seem like he wants to leave the island. He also really couldn't, judging by the X-wing's current location unless he steals the Falcon to do so. It also looks like the door's been propped back up, possibly repaired, after Chewbacca punched it in. Maybe Rey's still trying to get Luke to actually train her, and this is just showing her persistence to the movie watchers? There's obviously plenty of other empty huts around that she could have used rather than going to sleep on a rock bench, so there's gotta be a point for this particular spot.
Transcript
GM: On Ahch-To, it’s night time.
Rey: Is this the first evidence of different time zones in this Galaxy?
GM: There was that whole issue about Qui-Gon’s dying reroll.
Rey: Mmm, good point. I sleep so I replenish all my abilities.
GM: Rey’s decoder beeps softly as it records the message.
[SFX]: blip
Rey: I’m sleeping outside, by the way.
GM: ... Why?
Rey: Potential ambushes. Indoors has restricted sightlines and escape routes.
GM: All right, then. I’ll roll on the Random Ambushes table for Ocean Planets With a Few Islands. <roll>...
Rey: And...?
GM: Giant sand worm!
Rey: Really?!
GM: No. “No encounter”.
Rey: Aww.