Oh man, this is a personal bugbear for me...allow me to explain...
CyberTao is totally right, light engine is so basic that even the most bright of ships won't even touch anything else.
And no, the brigness setting or lighten mode isn't good enough. Stations are dark and dingy which is OK for atmosphere but you can' t just take a search ship with a light on the front and use that to explore, and lights placed down are turned into scrap right away!
This makes me super butthurt because I know it won't be fixed in a very long time, because it has been like this since very early alpha when I first arrived. That was literally my first criticism, I thought that my ships' light not affecting a planet was a bug and I was told it wasn't...wow.
It sucks especially because the game runs somewhat well with little gamebreakers in the bugs department, and yet there are features that are so half finished it make the game look like total shit. Despite the gameplay being decidedly not shit! Bloody hell, full release roll on 2018...