Parallel vs. Series Circuit
Each light fixture must have a hot (black) and a neutral (white) attached to it. Sounds like you’re hooked in parallelwhich means your cascading the lights using the light itself to pass the voltage through to the next light.
What you need to do is remove the light, connect together the black and white wires so the voltage passes through to the next fixture without having to pass through the light fixture. then use a “pigtail” or a short jumper of black and white wires to connect to your fixture.
Under each wire nut you should have 3 wires…the feed, wire to next fixture, and the short jumper or pigtail to your light fixture.