Activate redstone lamp with command block?

In Bedrock edition there's a seaparate object ID for the lit block state of the redstone lamp:

So instead of using block states like you would in Java edition:

setblock x y z redstone_lamp[lit=true]

You should specify the object ID for the lit redstone lamp:

setblock x y z lit_redstone_lamp

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_{Special thanks to @Penguin for pointing out in a comment that, while my initial answer was correct, my explanation was wrong. I've adjusted my answer to clarify this for future readers.}