Maybe this is less of an immersion thing and more of a gameplay thing. Everyone is saying how light works in real life, but this is a video game, the laws of reality don't apply.
I personally found everything in the EA footage I've seen a little cold and dark, it feels like there is no warmth to the world (well, space) at all.
I am personally fine with it being a little dark, but I'd like to see some warmer lights and textures, to add a more cosy feel rather than an oppressive and constricting one when in stations or other tight places.
Just my two cents.