Actually, they just didn't have "sealed beam" headlights, which is what the cars have today -- and are a LOT brighter.
The older subway cars, up until the R21, were delivered with white lamps up front -- but that's about all they were, were lamps. They didn't light the tunnel up much. When trains were reversed, the red bulb inside the lamp lit up.
Once the R22's were delivered, all the post-war cars were fitted with sealed-beam units; many of the R-4/6/7/9 types also received them. And many of the BMT "Standards" did too -- they were sspended under the floor at the corners of the ends.