Came across this thread and it occurred to me that no one must have ever looked at the certification tag on their ROPS. They always have a maximum weight rating. I was watching a show about the Cat D11R and they were driving over a steep bank letting it slide sideways a little bit, not enough to roll it, but they said not to worry, the ROPS is designed for 1 1/2 times the weight of a D11R. So, yes they are designed so that loaders, backhoes, implements and weights can be added without compromising the integrity of the ROPS. I've also seen tags that say this ROPS was designed for roll over protection but was not tested. Apparently testing ROPS to get the certification is a very costly process, ie/ a cash cow like most things that need certification.
As far as holes, a couple little holes for lights in the top corners aren't going to affect the structure of the ROPS. I think a bigger concern would be getting water in the ROPS if it is welded solid. I say this because one of the square tubes on the ROPS on my Cat is expanded and split along one corner. I don't know how water got in there but that's about the only way it could happen. I also have a factory installed quick attach backhoe. For the backhoe they added extra grab handles onto the ROPS. They didn't drill through the ROPS though. They welded short threaded round bar pieces for bolting the extra grab handles to. Welding something like that or a mounting tab might be a better option than drilling into a ROPS. If putting a couple holes in steel is such a bad thing and causes all this stress, how come there aren't millions of low boy trailers being impounded because of the holes in the main frame?