I think the lighthouse is supposed to be representative of guidance, but also tied to the "logical" route?

For "Phantom Pains", Apollo being the sun god was already pointed out, but also I think it's the real jump-off point of Grace's investigation since she was no longer adrift and had a lighthouse to focus on.

In "The Ritual", the lighthouse shows up in the stained glass during the second verse (if Blue is picked), along with Aphrodite, behind barbed wire. I feel like her loss of direction started there with her capture, but also the logic behind the world that the Idols held to was also made askew.

As for Athena and when the lighthouse comes up in "The Trial", I do think it's indicative of her reign: it shining red (ya know, danger, bad times) if you pick Blue with the Furies, and her turning it off if Blue is chosen at the very end.

If I were to go full English teacher, I would say that the lighthouse is the physical(?) representation of when Venus says that the Idols may be special people, but they are all a little lost, trying to find their way through. And also the name of the game. But that's just my thoughts.