The answer is yes but can be miniumized to the extent that it should not prevent mounting and injoying the lights. Galvanized iron and anodized aluminum are two intirely different materials,find out now which you have to prevent mistakes down the line. For this job,use stainless steel screws to minimunize corosion. If you take the time to drill and tap holes for aluminum machine screws,that fartur delay's or even prevent's corosion. If you decide to use self drilling steel screws,put a neopreme washer between metals and/or where screw enters rail. If the lights have metal brackets they should be insolated as well. Google "galvanic action" and "electrolysis" for a better understanding.

Get some 3M VHB (Very High Bond) tape, available on line, , no screws needed, and creates a separation between the two different metals. VHB Tape is what is used to install glass in sky scrapers, it is extremely strong!