I normally use Conky with the option "own_window_type desktop". This works fine and appears on all workspaces but disappears immediately I click on the desktop. If I comment out this option and default to the conky window then it will not disappear but it must be loaded on each workspace individually.
I suspect this is not a Lite issue but a feature of xfce as it works fine in other distros using Gnome or Cinnamon desktops.
