For the same reason that horses don't need them? Certainly in the UK horses are allowed on the roads and don't need any of these!
Now for the common sense answers:
Brake lights: By the time a car is close enough to be affected by a braking cyclist, that driver should already have allowed adequate clearance.
Turn signals: Cyclists put their arms out - simple. At night then a reflective patch on the rear of gloves is a good idea.
Head light: With the lower speeds involved, then it's superfluous for most riders. Some accept the weight penalty and use a second light, but not many.