You did more than the right thing. I agree with the "your window - your shade" sentiment.

I often choose window seats so that I can look out and/or get natural light - I read a lot on planes, and the overhead reading light is often too dim and lights too small an area. I don't see why my desire to be entertained in these ways is any less important that someone else's desire to be entertained by watching TV.

If I can see the light is distrubing someone I'll lower the shade some, but if I want the light or the view, I'm going to take it.