Do I understand you correct? You want to hide the lights in SketchUp (so they don't disturb you while doing your work), but see them in Enscape?
I see two ways to achieve that:
A) You hide single lights. To select a light for editing you would use the outliner or enable "show hidden objects" and select by clicking. These lights are still shown in Enscape, but if a light is hidden because it's in a hidden component instance, or because it's in a hidden layer, it nevertheless is hidden in Enscape. Enscape simply ignores the hidden flag for lights.
I would not add a global setting (in Enscape Settings window). Still unsure whether I would add an "always show" flag for the lights (in Enscape Objects window).
B) You assign all lights to a layer and toggle visibility in SketchUp this way. We would add support for a keyword in the layer name (like "enscape_always_show") to overwrite the hidden flag of the layer.