I've seen a couple of other posts on here talking about lighting issues on Series X, but the issue also happens on the XBOX One X (Project Scorpio Edition).
Lighting is way off in the world on Nessus, but fine in the Failsafe interaction UI. Nessus also looks totally fine on my PC.
Imgur gallery showing Cosmodrome as a normal lighting reference point from my Scorpio & then several of Nessus from the XBOX. Included one last one from Nessus on PC showing how different it looks there.
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I have this same issue on the Xbox Series X. I think it is HDR related. PC people using HDR have the same issue.