You can use the "A" key to toggle full lighting.
Yes it appears that ambient lighting in the GECK doesn't work the same as it did in the Fo3 GECK. There may be a trick to turning on the lights...
... or this could be similar to Havok in that some of the internal features that allow in-GECK simulations of game behavior (Havok for physics, X for lighting) is not included in the NV-GECK.
Hard to say really, but I also notice it missing.