Telraven, I can confirm that doors and windows do let light go thru, just checked them in-game. I created a new folder in my Bins (named SimsClub_ArtNouveauEP99) and saved files there. I have a folder for each Sims Store collection (named SimsClub_CollectionName) in my Bins and all new windows and doors seem to work.
It doesn't work for me. I created 5 different folders, but my Asian and Art Nouveau windows and doors don't let light thru. I've got the same problem with the lamps, they don't give light.
It seems that only the Deco and Cubic works. The windows of the spooky and castle set don't work neither.