You can do that by putting the light controller in all the activities and mapping the same buttons in each one. That works with the exception of the OFF activity (think of it as an activity with no devices). Since there is no way to program any buttons for the OFF activity, when you hit OFF the light buttons won't work. That's why you need the special activity with only the light buttons. So instead of pressing OFF when you're done you select this special activity. That way the remote will always have the light controller buttons available. There is no way to do that if you use the OFF button to turn everything off.

There is a workaround - when you hit OFF go ahead and select the light controller device. Of course then you have to hit Devices twice to get back to the activity screen.