Cactus,

Well, it definitely works. Move the light to the side, group it, and try again.

Now, the solution to your problem. When the light bulb is hidden or obstructed by the lamp, the light can't get out. So, make sure that lamp and light don't interfere. Also, most lamp shades aren't transparent, so that too will obstruct (or at least reduce) the light getting out.

Hans