I am not sure how that light/port works. It might default to on even when down. Shutdown might only apply to sound functions, not lights. Lights might be on a different function.
I just spent some time programming my GGD Alco PA/PB set. I use a SPROG and JMRI/Decoderpro to do it.
First I wanted the headlights to go out in reverse, not just dim. It was easy. It was an option on the page that lets you set light control.
I ran into an issue I could not solve with the cab lights however. The default is for them to be on when stopped and go off after 10-15 seconds when moving in either direction. I wanted them to go off immediately when starting to move. I could not get the controls for that "port" to do that. However, a simple work around was to change ports. there is a page listing "Light Ports" and it has a bunch. Each light is on a different port, and it has ports for both front and rear markers and front and rear number boards. I thought the PA does not have rear markers, so I changed the port for the cab light to the port for the rear markers. then I could set it to go be on when stopped, and go off when moving. These settings have 4 options: Forward, Neutral From Forward (NFF), Neutral From Reverse, (NFR), and Reverse. I set reverse and forward to be off and NFR and NFF to be on.
I am wondering if you might change the port on the errant cab light to control it differently if you want.
I am sure there is a way to do this directly with Indexed CVs in stead of using Decoderpro.