Why don't they require every bike to have brake lights, turn signals, head light?

If they want to ride on the streets then they must be required to follow the safety requirements of proper lights. Too bad if you don't like it - it will only cost you about $300 bucks to get set up. Please don't cry.
 
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.
 
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