When you enter the caves in RoG world when playing a "Lights out" world preset, there are a normal day/night cycle in caves. When you return on surface, everything become normal.
Steps to Reproduce
Play with "Lights out" world gen preset -> Enter the caves at first quarter (first half, if you play in autumn) of day -> Look at the place you landed. You will see the light
This issue has not been confirmed by a developer yet.