Hi,
Unfortunately it's not possible to use lights with the Library.
RC objects in the library have their segments in 'embedded' mode. That means the segment object is embedded in RC, and it's not necessary to keep it in the scene.
This approach works great to import RC styles, because everything is loaded into an unique object.
Same technique is used by some Max object (as Booleans). But it not was designed for non-geometric objects (as lights), causing unexpected issues.
I'm afraid this not something we can fix. Some objects may work and others not, depending of their implementation.