Thanks for the comments.
Yes, the light does shine through the wood. I find that when choosing a blank to work with, if the wood is still a little bit green the light transmission is better, so it's easier to turn it super thin. Once I've got the walls pretty thin I put a bulb inside the form while I'm turning it, and make the last cuts with the main light in the workshop turned off so I can get the wall thickness consistent, and thin enough to allow plenty of light through.This technique adds to the 'fun' considerably as turning in the dark makes it very easy to make a mistake...
The walls on this lamp are 2mm, although I have made some smaller versions that are thinner. Because this one was so large, I was a little wary of making the walls too thin in case it disintegrated.
One thing this one taught me is that modern LED bulbs tend not to let much light out below the level of the bulb, so the bottom half of the shade is not as well lit as the top. I guess its the way the bulbs are made, but finding LED bulbs that are bright enough and throw out plenty of light below bulb level is not easy. I only use LED bulbs in this type of work as they don't get very warm, so there is no fire risk. A conventional bulb would get too hot and cook the inside of the shade (and maybe set it on fire in the worst case scenario!)