Is it possible that "那裏是吾家" was intended to be "哪裏是吾家?"?
My take from the context of the overall lyrics is that 那 is correct.

The starting line sets the basic premise for the song 足跡遍天下, (an itinerant traveler, not a sojourner)

Then you have 始終找不到吾家, (still unable to find my or rather a home for himself; the operative word here is 始終; he didn't have a home, he was searching for one)

Finally, 啊！萬千燈火透廣廈, 啊！那裏是吾家, (Ah!, the bright lights of HK?; Ah!, that's my home) The clue here is the joyful 啊! It is indicative that he has at long last, after all the wanderings, searching and longing found or "adopted" HK as his home or rather, poignantly in such cases, his final resting place. 

Perhaps the idea that it may have been intended to be 哪 came about because the first part of the song does indicate asking for "where" But the ending of the song finally resolves the hitherto ambiguous issue by saying, 啊！萬千燈火透廣廈, 啊！那裏是吾家, (Ah!, where the bright lights are, that's my home) 

Finally, listen to him sing. There isn't any rising inquisitive tone when vocalizing 那 which would be the case if it is actually a question, a 哪.