I think I found the reason :
I made Component out of Rectangle light so to be able to copy it. When component light is copied it is possible to change settings of all copied components in the same time, not each light separately. I thought changing the light into component might be the reason of grainy light. I checked it: made new rectangular light and then changed it into Component. Before the change it worked perfectly smooth, after it become grainy.
What scares me is that when I have 50 lights in sloping ceiling and I want to change the power of them I have to change setting of each light separately.
After 1 hour of further working on the project I found that strange: I made rectangular light under cupboard, created Component out of it and duplicated it. The light was not grainy ( the picture below ). I don't understand.
Light under worktop is made by 600x30mm Rectangular light and changed int o Component, copied along the line. The light is nice and smooth.