IMO, light up keys are a horrible gimmick. Now, if all you have are midi files without sheet music then you might get some benefit from it but you could also take the midi files and with a bit of work turn that into sheet music.
All you do with light up keys is get stuck with trying to learn things that you can get it midi format.
A piano may look confusing at first but you have to remember that it only consists of repeating groups of 7 notes. The black keys are just flats/sharps of some notes. I would rather spend money on a decent keyboard (light up ones tend to be toy like) and just take a bit longer and learn how the notes on sheet music map onto the keyboard. Then you'll free yourself to use any sheet music available.
I would also suggest going to test out any keyboard you wish to purchase. Take a trip to any music store that sells digital keyboards and see what they sound like. I started my piano journey on a ypt-310 from yamaha and it was pretty cheap. That piano was a Christmas gift to me but it only lasted a few months before I got a full 88key digital piano. The sustain on the original ypt-310 was laughable. I couldn't make some music even sound correct because notes would decay too fast. I no longer have that issue. I also laugh at the unweighted action when I feel it and wonder how I ever played anything at all on it.
So go ahead and test if you can, try out a lighted model if they have one and see if the feature even feels practical for the purpose that you want it for.
Roland FP-7 / Pianoteq 4.5.1