You can store your cells in your lights. Lights with a mechanical clicky switch do not have any parasitic drain, but lights with E-switches, and especially those with aux LEDs, do. The rate of drain is dependent on the light, but it can be very low, taking years to drain a full cell. Some lights with aux LEDs can drain a cell rather quickly, in a matter of weeks. To know for certain you’d need to measure the current draw if the aux LEDs are to be left on continuously. (see this thread) If it draws 200uA, this would use 1mA every 5 hours, which is >1 year to drain an 18650 with 2,000mAh left in it. If it has an e-switch but no aux LEDs, it could draw ~50uA or less, taking several years to drain the cell.