First, sometimes the lighting is terrible if you look. Like shadows going one way for some objects, another way for others.
But generative AI is generally extrapolating from its training data. It gets lighting right (when it does) because it's processed a giant number of images, and when you tell it you want a picture of a puppy on the beach at sunset, it's got a million pictures of puppies, and a million pictures of things on the beach at sunset. It doesn't know if it's right or not, but it's mimicking those things.