Probably due to cost and the fact that the range would not noticeably be impacted. Considering the difference in wattage between the two light types and then comparing that to what is consumed even driving 35mph, the percentage is quite low.
I don't have a Soul EV to do testing on but using my Gizmo as an example. With it turned on and sitting it draws around 165W. When driving at 35mph on level road no wind it takes around 4,000W so the total load of the system except for drive train is 4.1%. Now increase the speed to 50mph (top speed typically) takes 8,500W so now that 165W is only 1.9% of the energy used. I easily have a 70 mile range so 1.9% of 70 mi = 1.3 mi which is lost in the noise. When I drive 35 my range is about 90 miles so the 4.1% consumption at the slower speed is about 3.7 miles which still isn't much considering that my range is well beyond the 70 mi at 50mph.
Even two 55W headlights is only 110W total which is small compared to the other loads. The difference between 110W and the LEDs is even less so the benefit of LEDs isn't worth the cost.
Hope that makes sense.
Long wait for potential 3rd 2015 Kia Soul battery replacement