CEC 12-106 (1)

Wher a multi-conductor cable is used, all conductors of a circuit shall be contained in the same multi-conductor cable except that, where necessary to run conductors in parallel due to capacity of an alternating current circuit, additional cables shall be permitted to be used provided that any one such cable includes an equal number of conductors from each phase and neutral and shall be in accordance with Rule 12-108.

I know that the intent for this rule was for enabling the cancelling out of currents induced in metal sheath cables and that is not a problem here. I don't see a problem here because you are not really running the cables in parallel because it is a countinuous control circuit for the lights.