There is no NEC requirement to GFCI protect any exterior lighting. About the only time you GFCI protect lighting fixtures is for certain types of lighting installed over a certain zone over a tub or shower. Same goes for exhaust fans installed in this area. While it might be a good idea to GFCI protect exterior lighting mounted low to the ground (such as step lights and line voltage landscape lighting), there is no general requirement to do so in the code.
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