Update: I have reprod this with 2017.3.0f3 with a non-VR project in Standalone Windows Playmode. Attached in comment below.

While testing simulation for 2017.1 RC the issue with lights not rendering when you load a different scene is still present.

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Notes:
RS3

Version 2017.1.0f1 (4d7fe18a2f34)
Wed, 24 May 2017 11:47:10 GMT
Branch: 2017.1/release

This reproduces in builds 2017.2, 2017.1, and 5.6

Holographic Emulation - Simulation

Added a screen shot

Repro Steps:
1.) Open Repro project
2.) Press play
3.) Tap or mouse click on a scene using the gaze cursor
4.) Tap the menu button to go back to the main menu
5.) Observe the lighting

Actual:
Lights stop rendering on a scene change in simulation

Expected:
Directional lights should always work with scene changes