The torah tells us that it is forbidden to kindle fire on Shabbat, and the rabbis understand this to apply to extinguishing a flame as well. A mishna at the end of today's daf teaches: If one extinguishes the lamp because he is afraid of robbers, gentiles, or an evil spirit, or for the sake of an invalid who wants to sleep, he is not culpable. But if he does so because he wants to spare the lamp, the oil, or the wick, he is culpable. R. Yose exempts him in all cases except the wick (because he is making charcoal). (29b)

(The g'mara here does not expound on fear of gentiles or evil spirits.)