This is a light setup to imitate sun coming in through beams in a large space. In the working file there is a lot more going on but this is enough to talk about the issue. I don't think the particular light setup is the issue, but just in case, I'm including it. The file is attached.
This is how that light setup looks if you link the collection everything is in to a new file.
Now, I had hoped to link in a bunch of buildings into a much larger scene, so that it is easier to make changes to individual buildings and to use them in other ways. Does this mean that can't work? Is there a way around this? Are we going to have to either append everything or build all lights in the master scene?