That's why I just take the rails to snow now.  Ive had the same problem when turning off the lantern once outside the cave.
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^same. Since the rail roads return I just hop on at Onnet,or York. Much easier then going up the mountain and with out the inconvienance of switching out an item to use the lantern for the 5 seconds it takes to run through the cave.
Btw still waiting for more uses of the lantern that Dusty hinted about. IMo the lantern is much better now with the shorter lighting delay