This parable is about religious people who do not receive Jesus and so do not have the HolySpirit. Only people who receive Jesus may be filled with the HolySpirit.
The Jews rejected Jesus even though they remained religious. They look for the Messiah just like Christians do. But they will be rejected from entering into the marriage supper because the HolySpirit is not in them.
A lamp is an instrument for making light from oil, a wick, and a shade. It needs something to ignite the flame and a mechanism to adjust the air flow and wick height.
Our lamp shade is our mouth through which our testimony (light) is manifested. Our light comes from the combustion of the HolySpirit (oil) with the Word of the Lord (wick).