If Thea for Rhino is not set as the Current Render, then Thea specific properties for lights, like Visibility, will not be available[Image 1].

You will also see a different dialog everytime you create a new Thea Material [Image 2].

To set Thea for Rhino as the Current Renderer, go to Render > Current Renderer > Thea for Rhino.

Image 1: Differences in Light Properties.

Image 2: Differences in New Material Window.