Headlight lenses come with a UV coating from the factory. When this wears off either from age or sanding, the lens will oxidize again. You can buy the UV coating to reapply after wetsanding and polishing.
FYI, most headlight lenses nowadays are made from polycarbonate. This is also a popular material for eyeglass lenses. It is soft in it's raw state, which is why it's prone to pitting/oxidation. Polycarbonate is pretty difficult to get anything to stick to long term. There is a uv protective product out that is applied to eyeglass lenses, that once heated will partially soak into the polycarbonate. That may be your best bet.
I was going to say just use lamin-x clear film, but it offers no UV protection.