Some freezers do have lights - you can see an example of one here, though you have to scroll down to the product description to find it. You will see that according to the description, it isn't usual to have a freezer light, but they do exist. In larger or industrial freezers, of course, a light is normal.

The main reason why most smaller, home freezers don't have an internal light is basically cost. If you want a light, you pay more, and that's about it really. If you type 'freezer internal light' in a search engine, you can find several examples, mostly more expensive than the conventional kind.

It's also a practical question: Do you really need a light in a small home freezer? Some people may grab for the ice cream in the middle of the night, but if you want a night-time snack, most of us go for something from the fridge.