TObjectIterator<ULightComponent> Retrieving Lights Not Even in World

You should also keep in mind that if you were to run the command while doing Play in Editor you will you will get the objects for not just the editor world, but also any play worlds, also potentially the worlds for a preview in the blueprint editor, persona, even the thumbnail rendering worlds, so if you care about only light components in a given world you will need to filter down to it by checking that the GetWorld() is the same as the editor world you are interested in.