Did you check the renderflags? If the model is unshaded it will not be affected by lighting (and appear to be shining in dark environments).
Also, if you edited the model in MDLVIS it bugs the model normals and redirects the light to where it should not (in that case you must find a way to smooth normals, like importing it to 3dsmax/blender or edit the normals manually in notepad as a MDL model before converting it to M2).