When Josh meets up with the red-faced demon, his physical body shakes violently, and all of the light bulbs shatter. Except for the light bulbs in the flashlights.
Just throwing something off the top of my head here, but maybe because the Houselights had been in the same area as Dalton for awhile, they're conditioned enough so that they're vulnerable the demon's powers. The flashlights however are new and used by people expecting the worst, so they're more sturdy.
Maybe the spirits are destroying the lights by overloading them. Notice that only the lamps that are turned on shatter.