Do you have all EPs? When I checked with all EPs up to AL, the windows lit the room properly (as did the doors) if they were put into a wall receiving sunlight.
Yeah I do have all EPs and all SPs except for ikea and H&M or did have until my computer crashed Saturday night in the middle of furnishing the castle.
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Before that I had experimented a bit and the castle windows were not casting light into the room like the other windows but the room was not suffering a hit to the enviroment score like it would have if it had no light.
Now that I think about it maybe it was my graphics card because I'm pretty sure that is what caused the crash.