I suspect that in the "early days" pre-1980ish it was one less thing to go wrong by leaving a switch out of a safety item circuit. Faced with headlights that don't work when needed and a need to go home right then, most [-]idiots[/-] people will drive home anyway thus endangering themselves, which is okay if they want to, and everyone else, which is not okay.
That's probably just it...simplicity. As time went by, they started making the cars more idiot-proof. For example, in 1968, you could hop in any new car on the market and slip it into gear, and turn the wheel, without the key. It wasn't until 1969 that GM put the first locking steering column/gearshift in a car (domestic cars, at least). Chrysler followed suit in 1970. I think Ford did as well, but I'm not sure. I think the goverment mandated it for 1970
However, on cars with a floor shift, you could still shift it into gear without a key. I had an '88 Chrysler LeBaron turbo coupe that was like that.
At one point, power windows were also hard-wired, just like your cigarette lighter or headlights. I don't know what year that changed...probably sometime in the 1960's. I know I've seen a 1959 DeSoto Fireflite that had power windows that could be operated without the key. My guess is that either a kid rolled the window up on his brother's head, or too many kids just played with them, unattended, and ran the battery down, and the government stepped in and said to the auto makers, no more!
Headlights were probably one of those things where, eventually it got to the point that the auto makers simply started designing the systems to where the lights go off automatically after something like 15 minutes, if you forget and leave them on, just like interior lights tend to do. Those types of features tend to get introduced in higher-end models first, but eventually trickle down the ranks, to the point they become expected standard equipment on everything. And in that period of the late 1990's/early 2000's, that's probably when a lot of that trickle-down, with regards to headlights, was happening. The government mandate of DRLs might have had something to do with it, as well. Since the headlights, or some form of light, had to come on automatically, easy to just make it turn itself off automatically, as well.