Hi Dmitry,
This is the engine culling lights that are at a small enough screen radius to save performance.
This setting can be changed in by going to the project settings > Rendering > Min Screen Radius for Lights. The default value is 0.03. You can try a smaller value to get the distance you want, however, this can come performance cost since the lights will no longer be culled and continually rendered.
I hope this helps.
Tim