Sounds like a bit of an odd arrangement but there is no particular reason to change it if you were changing the downlights.
The lights would not require 30mA RCD protection; unless they are in a bathroom in which case the circuit feeding the bathroom would need protection.
If the cable is buried less than 50mm in a wall then that would need to 30mA RCD but presumably the cable before the switch would also be needing RCD protection so the addition seems odd.
I can see that if the cable were surface run and it was a switch fed wiring arrangement going to bathroom downlights then a 30mA RCD after the switch would be a compliant method of installing the downlights, but not generally the way I would do it.