Don’t you use the lights themselves to mark paths? I did, and I found it neat to do.
Well, as I said, leaving lights to mark your path is a big risk. Your health is in limited supply so it's best to rely on your memory and ability to navigate a place you can't see to backtrack because leaving lights for any reason other than being straight up stuck risks damaging you with a mine or centipede. The mines seem easy to avoid but they somehow keep hitting me with their deceptively long range lol.