So I started with the fps blueprint demo, and I deleted the single static light source. To my surprise, instead of going complete dark, the scene just got a bit more dark.
Is there some kind of ambient illumination variable that I’m missing somewhere?! Why are objects still lit when there is no light source?
It could be one of two things. If your level has a skysphere it could be providing skylighting. If your level was a blank level, then it may have switched to unlit mode so you could see.
Since the default lights that are in a scene are static and stationary lights they require light to be built. When the light is built it is baking this lighting information into a texture called a lightmap.
With the light now out of your scene if you were to hit the build button in the tool bar it would rebuild the lighting. Since there would be no light for it to bake any longer the lightmap would be dark and not giving off any light information.
Try this and let me know if this works out for you.