Judging from the Lighting window it looks like you're using Unity 5. Lighting is saved in the scene, so when you load the next scene the scene lighting might change to match the new scene.
Watch the lighting values in the Lighting window before/after the lighting change. It could be that ambient source is from the skybox.
In the second screenshot the point light looks like it still there, but there is either a ambient light or a new point light being change/added in the second screenshot.