Go to the S_LevelSaveData and copy the video below. Do not save after following the video.
Then play in editor, it might take a while to load as it will compile blueprints, once the character loads in you can exit play in editor. You can now click the save all button in the content browser.
Your save games will now save the on/off state of the lamp build part, if you have added your own light build parts you will need to do the same steps we did in the BP_Lamp build part to those as well.
This change wont effect existing save games, so you will need to delete them and created new save games to test this change.