It is really a weird issue. I can reproduce this problem here, but the multilayered EXR file seems broken only for the Houdini COPs. The same file works fine for example in Fusion, without problems with the light passes. Are you going to work with Houdini also for compositing, or are you going to use Fusion, AE or Nuke?
If you write the passes to individual files, all seems to work fine. The light passes can be read by the Houdini COPs without problems. Be aware that to write the individual passes files, you must use the $OCTANE_PASS variable in the filename to add the pass string to the file and don't overwrite all the passes using the same filename.
Computer Graphics Software Developer
Octane plugin development and support: LightWave and Houdini