Sanitaires can have headlights...
I think traditionally the headlights have been more for consumer/household machines as they're very helpful when vacuuming spaces that aren't well lit, especially those without overhead lighting. My house, for instance, lacks overhead lights in the living room and bedrooms. Lamps in those spaces tend to leave spots in shadow, so the headlight helps me see that I've gotten all the dirt from the shadowy areas.
I think a lot of commercial type vacuums lack headlights because they're designed to be rugged, no-frills, no-nonsense workhorse machines. The main selling point is that they can withstand a lot (ab)use with minimal downtime. They're also most often used in brightly lit commercial spaces. That said, some Sanitaires do indeed have headlights. I have a Sanitaire S645 Professional (blue line) upright that has a headlight but my SC686 Commercial (red line) doesn't. However, this is not a 100 percent distinction between the red and blue lines. Some red line machines do have headlights and some blue line machines don't. I think they're more prevalent on the blue line machines, which are designed for household use, either by homeowners or by cleaning services, where the headlight would be more beneficial for the reasons stated above.