I too have the same problem, but removing and re-adding the light didn’t work.
So I downloaded the LTS version to double check and it also doesn’t work there. Would you guys mind seeing what am I missing?
Here’s the file.
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[ Edit: ] Nevermind! I found the solution on the questions in the next lesson. Here’s the link: https://cgcookie.com/community/18285-my-light-emits-no-light
We have to enable the grease pencil materials to accept lights. It works without a problem on 4.3.2.