Most lights were on from what I can gather. Something which I very much doubt that JB would have done while " killing " everyone. Why would you need light when you knew the place like the back of your hand ?
I think the killer would need the lights to be on lookout - I'd be more suspicious if all the lights were off really.
Anyway, if there was a light on in the box room, someone must have used that room, possibly to go to or from the boys' bedroom.