This is one of the quick preferences that you can access from the Tool bar. This allows you to choose the options for displaying the light objects in rendered views.
When you have the Display Light Objects turned on, the lights show up in rendered views, which might be distracting.
Setting your Display Light Objects to Only in Wireframe is my preferred option. This will allow you to find and edit lights in a wireframe view, but you will not see the lights in a rendered view.
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