Hi! I take a risk even this a stupid question 
In FAQ is a part:
Q: How to make a point light to have a smooth transition between light and dark areas?
A: Just set the sphere segments to 0.
How do I set segments to 0 ?
Make sure your point light type is “sphere” and you will see the input box for sphere segments. (The default point type is “Omni”)
That was it. Thanks a lot.