Exactly which baggage car is this? I can tell you that the themed “Experience The Union Pacific” baggage car I have got definitely has lighting. I believe that was cataloged in one or the other 2020 issue, but so were a whole lot of either baggage cars, including some in various road names that were designated VL.
I can’t believe for a minute that a VL baggage car would be made without lighting. Since most baggage cars from Lionel do have lighting, it sounds to me like yours is another factory “error” but it’s a big one.