Device to switch between two light with a single wall switch
There probably is a switch out there that can do it - with three states - Off, A, B. Wire A to one light, B to the other lights. But I think a far simpler solution - or at least far more common in terms of inexpensive parts is to use two switches. The first switch would function as On/Off. The second switch would function as A/B. The second switch would be (in US terminology) a 3-way switch, but instead of using it as a 3-way switch, which typically lets you use 2 separate switches to turn a single light On/Off from either location, you would use it to switch two different lights (or groups of lights). In addition, you can get two switches in one box, like this:

You wire the first 3-way as a single switch with one output ("traveler") going to the second switch and the second output not connected at all. You wire the second 3-way switch so that one output goes to one light ("A") and the other output goes to the other light ("B"). Whenever you turn the first switch on, the light status (A or B) will be the same as it was the last time you used it.

No batteries. No relays. No "smart" switches. Just a pair of ordinary switches.