There are currently a number of events - damage to power systems, eclipses, and so on - that make it advisable to temporarily switch off most but usually not all of the power consuming systems in your base. This gets really clicky as your base gets bigger, and will only become a more important mechanic as more power consuming systems are added to the game, or the enemy AI gets smarter about attacking external power systems.
It'd be nice to be able to set all your power consuming items on different master switch levels to help reduce the UI clickiness whenever this occurs, so you can with a single command set your entire base over to normal, battle, or emergency power modes.
This I could approve... It is basically a lever from dwarf fortress this way.
However, raiders and crazy colonists should run around screwing these things over.
Zoom out to show your full base, double-click any lamp, toggle power. That's my master light switch.
Ah, yes, I had just recently discovered the double-click select-all function myself after my original post.
It's not perfect as I usually want to leave one or two key lights on - but it does vastly reduce the number of clicks, so it's a fine approach for the time being and reduces the need for any specific interface to handle the issue.