For things like smart bulbs, that's usually set on the device itself. For a smart switch, it's usually just going to be off.

However, with HA you could easily create an automation to set everything how you want it when the power comes back on. It could even be conditional based on the time of day or whatever else you want to consider.

Hm, rebooting the pi doesn't change any state on its own.

Lights which are ZigBee or wifi might turn on when power is restored, and most of my automations are of the form "when motion sensor state changes to occupied: turn on light. When motion sensor state is vacant for X minutes, turn off the lights", so they might stay on until you walk by the motion sensor, at which point they fix themselves.

If you have smart switches, I think they would be off after a power outage.