Light over ground poly
The lights are cut out by ground poly runway. You cannot see the light under ground poly made by Gmax.
Nowadays we often make ground poly over the default texture generated by AFCAD to make it more realistic and more beautiful. But the draw back from this is the light will be under the ground poly. Since what produce by AFCAD has lower priority to what produce by Gmax. There are choices in making light but I think this is the most easy for making light over runway ground poly.
1. Default light from AFCAD:
You can make AFCAD light visible by make some transparency to the texture that cover it. Such as making the edge of the runway with some degree of transparency and the light will be visible. A little bit dimmer than default but easy to make. No frame rate problem.
2. Effect Placement:
Please take a look at 
3. Blg light command:
Using LIGHT_NAV in gmax material and export with FS2004 game pack. Then tweak the asm code. This is convenient and easy to make but the light have no scale. When you are far away, all the light will be clumped together like a big ball of light and too bright.
4. Polygon and Texture:
Making gmax model and use texture during the night. Quite a good one if you want to do the 3d light model of taxi light. The draw back from this is the light is dim and not clearly visible in distance. But it is good for a big airport, since it has less effect to fps. Please look at this: 
5. Scasm Light:
Using Airport for Windows to make SCASM code and edit it a bit and compile with Scasm.exe I made a tutorial for this. It is easy to do but it limit to the runway light not the taxiway. So, if you want to make Scasm Light please download this tutorial. You will be amazed by how easy it is. 
There might be a problem with the frame rate but the solution is here  Hope you enjoy the tutorial. It is simple and easy to do jtanabodee
The lights are now visible by scasm code over ground poly produced by Gmax.