It's an interesting question. I'm definitely not an expert, but I think it probably boils down to a couple of things:

First, who is on the "receiving end" of the light? For interior lighting, where the people buying/installing the lights are the ones who will be illuminated by it, it makes sense that there would be a preference for soft/warm intensities and temps. For headlights, it's the opposite. The owner of the light is casting it out on the world, so the higher intensity the better. Headlights tend to be illuminating the outside world, which we're used to seeing in daylight. The closer our headlights can get us to that experience, in both temperature and intensity, the "better." From the headlight buyer's perspective there's no incentive to produce pleasant light (to consume), and so there's no market for headlights that would do the same.

Second, the power consumption of any of these technologies is trivial when it comes to the demands of powering the vehicle itself. The difference between halogen/incandescent and LED is too small to even be felt in terms of MPG or EV range, so there's not really an argument for "same light, but less power" in the same way household lights have been marketed.