I've not found a way to do it, which of course doesn't say it can't be done.
You could invoke one of the presets that has multiple lights (e.g., 5 Lights Down) then select all of them in the Lights panel and adjust them to taste.
Anyone have an idea about this? In the old lighting effects, you could Option-drag (Mac) a light source to clone it, but that doesn't seem to work in CC.
If I'm trying to create a night version of a building with multiple gooseneck lamps, it's difficult to get several lights to all look the same if I can't clone the first one created.