If you're putting full (~22V) voltage to the track under DCS, is it possible that the car has some kind of protection circuitry that prevents the light from turning on ?
I have one of these from the 1990s; it had a switched vibrotor coil to rotate the light, and an incandescent bulb which is extremely bright in a typical command control environment. Yours is a 2014 model. Since many folks run command control, MTH may have added some kind of voltage regulator. I would expect this to be true if the searchlight were lit with LEDs, however the MTH product photo still shows an incandescent bulb.
If possible lower the track voltage a little and try again. DCS should work fine with 18V AC on the rails.