That switch is in the 25 volt circuit and shouldn't directly affect the lights:
Stardust Eject Re Switch (resized).jpg
Do any other relays or steppers change when you open that switch? Does the same thing happen if you open switches on the 10, 100 or 1000 point relays (to the left on the schematic above)?

/Mark

When you add bonus I suspect you're adding 1000 points, right? So it's the 1000 pt switch above that has an effect not the bonus. The 10 and 100 point should have the same effect but whatever. The lights that go out are probably the Insert Display lights at the top of the lighting circuits on the schematic. You could confirm that by checking the wire colors.

Are the Extra Ball or Ball Index relays in the back box? If so, I'd examine them closely to see if there is anything touching anything that shouldn't. Does blocking the Extra Ball or Ball Index relay switch above have any effect when you open the Eject relay switch?

If nothing else changes when you open the Eject relay switch you're likely looking for some kind of short so the schematic will only help so much.

The backbox lights going off are behaving as if they rely on the black-blue wire (in red) between the Ball Index relay switch and the Extra Ball relay switch.
Stardust Eject Re Switch 2 (resized).jpg
It could be that the yellow wire to the backbox lights that go off is floating, or not connected to the yellow wire in the rest of the game. Once the Ball Index relay fires the yellow wire connected to the 1000 point relay switch gets connected to the yellow wire on the Ball Index relay switch and completes the circuit to the backbox lights too. It's hard to speculate where the problem is, but it sounds like the yellow wire isn't getting everywhere it needs to in the backbox.