1 - I'm not sure lighting is ever "easy" to set up, that's subjective.  Comparatively I find Blender more versatile because it has lighting options doesn't (the hemisphere light for example).  Also Blender using Cycles does better setting up objects as light emitters in my opinion.  But again that's subjective opinion.  The best thing I can suggest is install blender, and do a tutorial so you can form your own opinion.  I'd recommend looking at Magic Mineral, it gives you and intro to both basic modeling as well as lighting and using an object as a light emitter in the Cycles engine.  That's another thing to consider, Blender has 2 rendering engines and can natively install and use the Lux rendering engine as well (no need for a 3rd party app to export and use it).

2 - I would say yes, I've found reflections far easier to do in Blender's Cycles.  There are several good tutorials on doing realistic and animated fire in Blender using its particle physics.  You simply can't replicate that in Poser.

3 - There can be, you have to pay attention to specific export and import requirements.  In Blender you can set these up as presets so Poser is the main trip up for me (I sometimes forget to check the correct export options or import options in Poser and OOOPs).

4 - Again, how easy it is is subjective.  Blender has good basic tools.  It hasn't caught up to Zbrush yet on either painting or sculpting but its getting there.  Again, there are tutorials available to help with this.

When I have time I'll try to dig out links to some of the tutorials I mentioned and post them.