There's a difference between "some voxel engines can have dynamic lighting" and "dynamic lighting works with this particular engine".
It's not like this is some obscure or useless feature that nobody has ever heard of. In fact for all the "detail" one can't help but notice the number of other things missing from the video.
Near the end they claim to have added more detailed shadows to their engine just after making this demo. I'm not sure if they meant 'dynamic shadows' by that.
The "improved shadow" demo they showed was clearly ambient occlusion. It's impossible to say whether their particular implementation supports dynamic shadows but as a rasterization technique many of the same techniques used in games ought to work fine here (pre-baked lightmaps, various kinds of shadow maps, screen-space ambient occlusion, and even the fanciest new real-time GI stuff coming from SIGGRAPH).
For something as obvious as for gaming (where in the video other games have people running around while these guys are hovering around a static environment), I expect something that at least looks like a game, hell id go for simple animation such as the top comments blade of grass.
So... where were they in the video?
There's a difference between "some voxel engines can have dynamic lighting" and "dynamic lighting works with this particular engine".
It's not like this is some obscure or useless feature that nobody has ever heard of. In fact for all the "detail" one can't help but notice the number of other things missing from the video.