The only way to achieve this is to create a new activity called "System Off" or "Lights Only" (something descriptive) that when it starts sends a discrete OFF command to all of your devices. The only assigned keys in this activity would be the arrows, which would control your lights. You would never use the OFF button on the remote - from now on when you're done with other activities, you'd simply select your "System Off" or "Lights Only" activity, which would power everything down but leave you with the ability to control your lights.