Most ceiling lights should fade when you zoom in. If for some reason they do not, you might try (Shift+Ctrl+C:) TestingCheatsEnabled True, and FadeObjects On.
You can turn off overhead light fading with FadeObjects Off, so if for some reason it got turned off for you, the above should restore it.
Some overhead lights from the Store seem not to fade at all, and that is annoying, I agree. Most should.