Since you’re using UE4, you don’t have access to Lumen’s global illumination. If you’re not using ray tracing either, this result is to be expected. What global illumination does is simulates the way that light bounces in real life. By default, rasterized lights do not bounce, meaning that only pixels in direct view of the light source will be affected by it. What confuses me about this scene is that the part of the fan that attaches it to the ceiling isn’t shadowed, when looks like it should be.
What you could do is a common artist trick, which is to place a rectangular light near the ceiling to simulate global illumination where there really isn’t any. You could also look into using an area light to achieve the same effect.
This may very well be what this scene would look like if it were real. Renders are often very eye-catching because they utilize unrealistic light tricks, as opposed to having one-light-per-bulb, so to speak. It really depends on what style you’re trying to achieve.