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.