So this is in a case where the CoronaLight is not directly visible, but only seen through Refraction?
There might be a bug here, would be up to the developers to say for sure. Attaching a simple test scene. If the Light is viewed through the box with Refraction (even with IOR of 1.0), then it does not show up even with Prevent Black Appearance. Check the "Thin (no refraction)" and the Light does show up. A white self illuminated plane at the same location always shows up.
So it looks like "Prevent black appearance" may not work as expected through Refraction.
For your scene set up, where the light itself isn't really casting light into the scene but only intended to show up in the water jets via refraction (if I am understanding the image correctly!), would replacing it with a plane with a Self Illumination material work? Alternatively, if there is some purpose for it being a light other than to add white into the refraction of the water (volumetrics maybe?), you could use both a Light and a Plane together to achieve both effects.