Depending on the level design, the outside of the walls may not be there, to save processing power when making interior environments, modelers create it in a way the back side of the wall does not have a face, therefore letting light in. Players can't normally see this but its similar in the way when you fall underneath a map on a bug you can see through the ground.
If these lights are POINT LIGHTS, why, in the Hierarchy, do you have them named SPOTLIGHTS? If you are going to do a TUTORIAL, get your act together!!!