Looks like "Sauna lights outside" wasn't on -- or at least wasn't reporting as such -- before the first hints of this app running at 05:22:38.701 given that it reports an "on" at 5:22:40.062, presumably in response to that. What was the "switch" state of the device on the hub at the moment before the Motion Lighting instance first ran? (The cut off logs might reveal this, but the "Events" tab on the device is the authoritative source, or you can look yourself at "Current States" if you catch it at the right time.)
I can quite confidently say Sauna lights outside was on as I can physically see it with the dashboard reporting "on". That is why I am confused by also seeing "on" on the log. I have also turned on via the dashboard the other lights pre trigger, and they too get turned off.
here is the execution log of the sauna outside light. I turned it on via dashboard at 5:11 you see it reports power as a motion had already turned it off this evening.
Lights on, will not be turned off due to 'Don't Turn Off if Already On'
That looks like what you should see if the app detects a turn-on before. Hitting "Done" in the app might help with re-initializing the subscriptions that listen for those if not.
Keep in mind that the app will also not track individual lights -- depending on what it thinks, they'll all get turned on or off with motion, not individual states restored.
If you still have problems, Motion Lighting is not unlikely to receive any new development, having been substantially replaced by Room Lighting, so I would look into that -- or some other option if needed -- if this doesn't help or you need other behavior.
This could be the issue then as the other lights are off by default. I shall look at room lighting as a better supported solution, or separate out the sauna light to be on it's own motion trigger independent of the other lights.