Hey AntonioE,
I was able to recreate what you were experiencing with the workflow that you used.
First, global illumination refers to the intensity of static lighting being processed inside of your scene. It does not refer to a light being created that effects the entire world.
Think of global illumination as dimmer switch. Turned all the way down to 0 you will not see the light. Set to max you will see the full intensity of the light.
Recreate this test, or if you saved use the on you had, and set the global illumination to 1. You can set it higher but for this test 1 will do. This tells the engine to multiply all of the static light values and multiply them by 1.
Thanks,