Because the FGT sure doesn't!!! LOL!
I'm not sure what's so funny about that. Open-wheel cars like Formula One cars, Indy cars, or Superkarts don't have any headlights at all. This is partially to save weight, and partially because there's no point since they don't race in darkness even in night races. Actually, several other types of race cars don't have headlights, either, including NASCAR (they're just painted on there) and the many dirt oval cars like late models and sprints.