240V switches often generates a tiny spark and a small RF burst, sounds like the amps in your sub are poorly shielded, and is picking up the RF, and amplfiying it to a thud.
Bar putting your sub in a faraday cage, or replacing it with a better one, the only thing I can think of that might help would be fitting an electronic dimmer switch. They often have soft start (which actually makes bulbs last longer), and prevents the RF spike.
Is the light in question a regular incandesent bulb, a low power fluorescent bulb , or a tube with a starter. Starters push out a lot of RF, can pick them up on the radio, or on cheap poorly shielded hifi systems.
A spike protector 'may' help, but not if its acutally picking up the RF signal over the air.
If the RF is being transmitted along the house 'earth' then a dedicated earth spike for the home theatre system 'may' help. But you'll need a qualified electrician to do this, and its no guarantee. a lot of modern gear does away with earth altogether these days so it might not even help at all. My audiolab 8000 series amps for instance only have 2 pin power connectors. The 'standard' symbol for gear without an earth is 2 squares, one inside the other.
You could try wrapping tin foil around the sub to make your own shielding, and see if it help, if it does then its airborne RF.
If your just using regular light bulbs, then a good quality dimmer, with soft start is probably the easiest solution.