One object holds one light, and a scene holds as many as it needs, up to eight at once. Eight is the era's ceiling rather than an arbitrary budget: a GameCube had exactly that many in hardware.
The sun casts the shadow, because only one light in a scene can and it is the first that asks. The three orbiting lamps keep lighting the ball inside that shadow, since a shadow takes away the casting light's share and nobody else's, and that is the whole difference between a shadow and a dark patch.