Yet they do not. I was disappointed to discover this as I wanted to use them for an atrium I built in my Plains base due to the consistent harassment from Deathsquitoes.

I read in the 'Common issues in Hearth & Home' thread that they also do not allow smoke to pass through due to an apparent struggle to code them to do so. I'm not a programmer so I'm unsure of the exact complexities involved but based on what I've been able to find through a web search, here's a lead to a possible solution for the devs or any modder who feels generous enough to create a fix for this so that they allow sunlight and smoke to pass through:

https://docs.unity3d.com/Manual/PartSysCollisionModule.html

Screenshot of barley not getting sun under cage floors:
https://steamcommunity.com/sharedfiles/filedetails/?id=2614734980