When you shoot a rocket w/o proximity detonation at a single target, you'll see 2 damage numbers pop up. One is the damage of the rocket itself hitting the target, this is normally a small amount. The next is a larger number, showing the damage caused by the explosion.
Weapons of Light will increase the damage from the initial impact, but not from the explosion. This is also why WoL has no affect on rockets with proximity detonation (this includes Gally), because a rocket with proximity detonation never physically hits its target, it just blows up next to it.