Why can't Unity have multicolored lights?

In an old demo of the Unreal Engine, I recall seeing not only multicolored lights, but also the change of colour when passing through transparent objects, like coloured glass.
In Unity, not only we don’t have this effect, and I understand that coding it is probably quite a hell, but we can’t even fake anything similar using colored cookies.
Essentially, I would like to know why we can’t have colored cookies.

What is a multicolored light? If you mean what i think you mean, simplest way is to use Animator. It would interpolate from 1 color to other smoothly. Or if you want random colors you’ll need a script, but it’s not quite “hell” to make. Try 3-5 lines of code maybe?

I’m also not sure what “multicolored lights” are, but you can do whatever you want, as long as you program it. If it’s a shader thing, the built-in shaders aren’t meant to cover every possible thing that anyone might ever want to do, since that’s not feasible. Maybe this?

–Eric