I also have this problem on Series X, but in my case the challenge icon indicated it was completed in the top right corner when I initially dropped the light rig. However, when I completed the mission I did not get experience for it and the challenge did not get marked off in the list of completed challenges during that playthrough. I have tried multiple times to unlock this challenge since and it will no longer even display the initial icon in the top right corner like it did the first time I completed it.