If a Shape Layer is targeted, Lighting Effects will be unavailable because LE, like all Ps filters, operates on pixels. Other filters will be available but will prompt you to rasterise the SL. There is a UI inconsistency here.
If the target is a SL (first make a hidden duplicate of the SL if you think it may need edited at some time), right-click it in Layers panel and pick Rasterize, then LE will be available.
Europe, Middle East and Africa