And I’m saying “probably not”. If you step out into direct sunlight, you feel warmer because you’re absorbing heat from said sunlight.

You don’t generally feel warmer because you’re in a well lit room. (Though you do feel warmer if the colors in that room are warmer reds and oranges compared to cooler colors like blues and greens.)

If there’s enough light on you to feel warmer, it’s likely because the lights are warming you up (like stage lighting for news anchors.) rather than an illusion or placebo or whatever you want to call it.