The switch on a transmitter can only give position information. When you plug a servo into a switched channel that uses a 3-position switch, you can only have 3 servo positions: endpoint A, middle, endpoint B. To have a light be off, low intensity, bright, you need to have some kind of device that plugs into the receiver channel so that endpoint A is light off; middle will be the low intesity setting, and enpoint B is the bright setting. The R/C system cannot do that directly, unless you have a 3-position switch in the model and use a servo to move the switch to the 3 positions needed.

For things like smoke, you can have a pressurized smoke oil system and use a two-position switch to move a servo so that it moves a valve to on and off positions. If you want to have something that moderates the amount of oil flowing into the muffler, you'll again need a separate device that allows you to set the amount of oil flowing. The transmitter and receiver cannot directly control many things. They can only provide information to the receiver output connectors that is then interpreted by other devices.

Wanting to control a light directly from the receiver is like wanting to control the elevators directly from the receiver. Without a control device you cannot control lights, and without a servo you cannot control the elevators.