Hi Bruno_G -
So what you are seeing in 4.9 is actually a correction to an issue with the Volumetric Lighting Samples that has previously been in the engine, namely that Volume lighting samples are no longer placed inside geometry. What was happening previously is that the volumetric lighting samples from behind the wall (in our example above it would be the light side of the wall) was getting passed to the particle system.
Now the more important part, how do I fix it. The first thing that will clear up the issue immediately is place a skylight in your level and even with a low intensity it will provide enough fill to see you particles. However if you cannot add a skylight, I would do a couple of things, if you are building lighting (so using stationary and not moveable) go into your World Settings>>Lightmass Settings and decrease the Volume Light Samples to 0.25(roughly) this will allow a sampling at tighter intervals for the lighting of Movable objects. You can also adjust the normals of your particle system to spherical instead of Camera facing in the Required module which can help a little bit. Finally you can adjust your Particle Color into Emissive Color as well as Base Color and adjust the intensity with a multiply in your Material which will allow you to have just a little bit of an emissive with your lit particles.
Thank You
Eric Ketchum