As Sky mentioned, circles do not work with Dynamic Lighting. This is not due to a bug but because of how Dynamic Lighting currently functions. It uses vector(line) segments to check where light radii come into contact with them. This contact is needed to cut out the visibility holes from the dynamic lighting layer that obscures the Page. A circle is four vertices with a mathematical computation drawing a spline between them to create the circle or ellipse. There's not actually a segment to check against the light projected in Dynamic Lighting or if it tried to puzzle out what the segments were, a circle would be read as hundreds of minuscule segments along its shape, which would be nasty processing load. As other's recommended, instead of using the circle tool, use other polygonal shapes to block line of sight.