We study multiple scattering of light by particles embedded in an absorbing host medium using a recently developed single-scattering and vector radiative-transfer methodology directly based on the Maxwell equations. The first-principles results are compared with those rendered by the conventional heuristic approach according to which the single-scattering properties of particles can be computed by assuming that the host medium is nonabsorbing. Our analysis shows that the conventional approach yields very accurate results in the case of aerosol and cloud particles suspended in an absorbing gaseous atmosphere. In the case of air bubbles in water, the traditional approach can cause large relative errors in reflectance, but only when strong absorption in the host medium makes the resulting reflectance very small. The corresponding polarization errors are substantially smaller.