I understand it may not be a KJFK problem but it only happens at JFK... :/
First, since you said:
It's not a JFK issue I guess because it occurs also on AI aircraft
So, it's not a problem of the scenery.
Are you using FS9 AI models in FSX ? If yes, other than having bad performances, there's a known problem that FS9 AI models under FSX will display only theirs lights, if the "Aircraft Cast Shadows on Ground" is turned on. This doesn't happen with AI in native FSX format.
Perhaps this might also affect the scenery in some way, although nobody ever reported it before. Are you using DX10 Preview mode ? If yes, try turning it off.