I'm not sure if they turn off or not if there not in the viewport, not sure how you could tell. Also, in the light editor menu, you can set the Fall off to none, does that work?
If it does turn off, you can create a very small additional viewport on the screen in addition to the main camera. Then just keep this viewport focused on the light. You may even be able to cover the viewport with part of your hud/gui, not sure.
Here is a example of creating a additional viewport
http://www.gamecore3d.com/forums/index.php/topic,70.msg3119/topicseen.html#msg3119Also, couldn't resist

