Since the radio is staying powered up did you have this issue previously or is this a new problem?
If the radio has always lost stations when you turn those lights on and IF THEY ARE LED then you are getting RFI from the LED lights cheap built in voltage regulators and they are blocking the radio receiver out
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2007 GMC Classic club cab 4x4 Duramax LBZ
2014 Alpine 3010 RE. 34 foot fifth wheel
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