I do but it's very small. It's about thumb sized, 2 LEDs on top of my helmet. It's just enough to see by. It's amazing how little light you need to see by in an emergency.

I've had my headlight fail on me in the past. Once it was in the middle of nowhere. Absolutely pitch black, 2 miles from even the nearest house. I literally could not see the ground just standing there, couldn't walk down the gravel road without tripping in a pothole and couldn't ride without going into a ditch. I got out by removing my taillight, putting it on steady red and going home slowly holding it in my hand. I also have my EDC flashlight in my bag these days (that last was before the days of good LEDs and being able to get a decent flashlight that is the size of a AA cell, so I wasn't carrying a flashlight all the time then).

I don't understand people who don't have a flashlight or two and a multitool in their pocket at all times so I'm probably an outlier here.

ANYTHING can fail. It's trivial to have a flashlight in my bag and I'd have it anyway.