I am having similar problem with ALL light sources. Whether it's a headlamp, gaslamp, flashlight, or weapon light. The light of the object is not showing in the environment, even when the object graphic is showing the item is on and working. I.E. The gas lamp is very easy to see the difference in the object graphic as lit or unlit. I have never been able to actually get a projected light from any objects in the game.
I assumed it was a setting that I had changed but even with default settings it doesn't appear.