The point is, you can make more interesting palettes by using coloured lighting.
Yellow lighting with a purple shadow is the most common example of this - but it won't always be yellow and purple. Generally I believe the shadow and highlights should be pushed to opposite sides of the colour wheel, but exception do certainly exist.
Check out this sloppy and quick example:

8 simple 3 colour gradients, each with a highlight, mid tone and shadow. The top row of balls have the highlight and shadow colours at the same hue as the midtone, just with more white and black (luminance, I think) mixed in. The bottom row of balls have the same midtones as the top row, but the highlights have the hues pushed towards yellow and the shadows have the hues pushed towards purple, as well as some luminance and saturation mixing.
Notice how they appear differently? In fact, the highlights on the bottom row appear brighter and shinier than those on the top row, but if you compare the two, the highlights on the bottom row have less luminance (brightness, basically) than those on the top row. Why do they appear brighter? Because brightness and darkness can be depicted with contrast, not just white and black.
I find doing this also helps you create a palette that can be used more diversely, thus meaning you don't have to use so many colours
.
I hope this makes sense and is a little help!
Yellow lighting with a purple shadow is the most common example of this - but it won't always be yellow and purple. Generally I believe the shadow and highlights should be pushed to opposite sides of the colour wheel, but exception do certainly exist.
Check out this sloppy and quick example:
8 simple 3 colour gradients, each with a highlight, mid tone and shadow. The top row of balls have the highlight and shadow colours at the same hue as the midtone, just with more white and black (luminance, I think) mixed in. The bottom row of balls have the same midtones as the top row, but the highlights have the hues pushed towards yellow and the shadows have the hues pushed towards purple, as well as some luminance and saturation mixing.
Notice how they appear differently? In fact, the highlights on the bottom row appear brighter and shinier than those on the top row, but if you compare the two, the highlights on the bottom row have less luminance (brightness, basically) than those on the top row. Why do they appear brighter? Because brightness and darkness can be depicted with contrast, not just white and black.
I find doing this also helps you create a palette that can be used more diversely, thus meaning you don't have to use so many colours

I hope this makes sense and is a little help!