I'd say the light didn't compile because of issues in the bsp or even leaks.
I cannot say exactly because a few of these issues might have been caused by the decompiling (e.g. invalid faces on the skybox pyramids).
But i found the env_light and just today a single light entity in the empty part of the pyramid.
After messing arround a bit with your map, i have to say that some things are far from how a map should be built.
But i didn't want to recreate the whole thing from scratch, so i keept the most parts and only edited where it was neccessary to guarant a complete compile.
I'm adding a zip with the compiled map and the vmf i compiled it from.
I've added in lights and even light sources (props). One thing that's still missing are env_sprite entities to fake lightning on the lamps.
http://www.mediafire.com/file/qrra51snf890aq3/giza_k.zipWhen thinking about further optimisation, i'd say it might be a good idea to move even bigger parts of the map to the skybox, so that the actual map is only a small corridor containing the chambers, shafts and a small piece of the outside area where the player starts.
Seriously, i don't think many ppl would like to travel arround the outside part much, especially since it's also only a small border arround the pyramid.