First, going wireless is great. Wired computers are cheaper, but you'll find wireless well worth a few extra bucks. Even better is wireless that uses GPS, since you can eliminate the wheel sensor and just have the head unit.
You are correct, lights and other electronics can sometimes cause interference with wireless computers. You ask, "is this interference really an issue?" and the answer is yes, but only maybe. Let me explain.
All electronic devices throw off and are subject to some EMF / RF interference. (This kind of already answers your #2 question, but read on to understand more). They can be built to shield from interference, but they can't block it all, and that shielding comes with size, weight, and shape penalties. Robust shielding may also block out GPS signals and signals from speed, cadence, and HR sensors, too.
You'll find that well-built devices (that are typically more expensive, as a result) have lower EMF / RF "leakage." I consider Night Rider lights to be well-built.
So, how or when is it an issue? It often isn't, but it can be quite variable when it is. It can depend on the light/computer combo. It can depend on the proximity of the two. It can depend on the position of the two. It can depend on the material of your handlebars, or even the shape, which may bounce one device's EMF / RF in such a way that it interferes with the other device.
What I'm saying is, we've run many light and computer combos and rarely run into interference issues. When we have, putting more space between them on the handlebars is usually the solution - a smidge more distance and maybe putting the light under the bar versus over.
To directly answer your #2 question, as far as we know there is no bike computer that wouldn't be subject to some interference. I don't think you should worry about it much, but if you have some doubt about how your setup will work, buy from a place, like a local bike shop, where you probably run a sample or easily return a unit that doesn't work for you.
Best of luck!