Good point. You're right that a black hole should eat the light particles. I think the light particles are immune from the gravity of the source object for a few seconds after creation (but can't remember exactly how I set it up, I'd have to check).
The light particles are effected by gravity, however. You could create two super massive objects, lock their positions, slow the time step way down, and then emit light pulses from either and see how the light is effected.