Why does my background picture disappear when I insert an Advanced Lightning effect?
That is how the Advanced Lighting Effect works: https://helpx.adobe.com/au/after-effects/using/generate-effects.html
It has a Composite On Original property you can use to control how it blends onto the layer you applied it to. From the documentation:
"Composite On Original - Composites the lightning with the original layer using the Add blending mode. When deselected, only the lightning is visible."
Hope that helps!