Thanks for replies. So it seems I am the only one with this problem although I have 4 faulty lights on 2 circuits.
With respect, and I'm trying to be helpful rather than critical, it might be that you haven't explained your particular problem sufficiently clearly enough for others to be able to comment. For example you haven't included a picture of the light fitting, or its make and model information, although you do say they have a heat sensitive switch. I can't imagine why one would want a heat sensitive switch on a light fitting, though no doubt someone could answer that query.
I replaced the lights on my boat using a slim LED fitting at about the same time that you did yours. I don't recall offhand much about the lights I fitted which of course does not help you because you don't know if the lights I fitted are the same as yours or not, and neither do I. The lights I fitted were referred to elsewhere within the forum with the name "Dream Light or Lighting, it's approximately 3 inches across or around 80mm and is about 5mm in depth, but because I haven't given you any specific model number or designation, you still don't know if it's the same as yours. Each of my lights are individually switched and the switches when operated do not result in any other lights being turned on or off. And still you don't know if my lights are the same as yours or not, but a picture could do a lot to remove any doubt.
My guess, and it's only a guess is that perhaps you have a wiring fault somewhere resulting in some instability within the lighting circuits, or maybe the lights you have are a bit dodgy anyway.