As the other comment alluded, lighting is traditionally static. This is because all the lighting would be calculated during development and be "baked in" to the level. Up until dynamic lighting became feasible (doing it real-time is very expensive computationally) the games that had shootable lights had to resort to clever programming, at the very least, to get it working
And in any case it takes additional logic to make a light be destroyable, in addition to needing the proper flags to be set in the level design process. I can't think of very many games where all lighting is truly dynamic like you are thinking, and up until recently a lot of graphics cards could not handle more than a few dynamic lights at a time
When DOOM 3 released, part of its technical wow factor was how it was able to get dynamic lighting working using early 2000's graphics tech. I remember being blown away watching the light change as an overhead lamp was being affected by physics