Octane lights are not inheriting parents' position when the parents are animated. The lights will follow the parent when the parent is moved or rotated directly from tools in the viewport, but not when the parents are driven by keyframes.
I've tried every kind of constraint as well as things like constraining to a locator and then constraining the locator to the parent but nothing seems to work.
UPDATE: Actually, I think the light IS moving, but the light icon is not.