Given that lights are a legal requirement it seems strange that bikes aren't required to be sold with appropriate lights 'factory' fitted, so to speak. The notion of buying a car and then separately having to by lights seems non-sense.
The current requirement only applies, I think, to bikes made after 1998, but more tellingly the lights are only required between sunset and sunrise, and there are some cyclists who would suggest that they never use the bike at those times.
I think having legal lights fitted when you buy would be helpful as the regulations are a minefield as you indicate - I doubt I'm fully clear and may indeed not be compliant. Why put the onus on the cyclist by requiring them to work out what does and what does not meet legal requirements - just require them to be fitted at source.
If you're buying a racing bike you don't want any additional weight or drag, and you have a reasonable argument that you're not likely to be using it in the dark. If you're buying a kids bike you don't want the extra expense on something they're going to grow out of, especially as they're also perhaps not going to use it at night. And then you get the fact that some people will already have lights from their previous bike, some will want LEDS, some will want flashing, some may (though I don't know why) want a dynamo and it's not a high enough cost item for those sorts of options to be viable from the manufacturer. That said, I think Halfords, Evans and the like are perhaps missing a trick by not pushing the compliance angle at least a little.
I don't actually cycle any more - I used to commute, but my current job is WAY too far to ride - so it may be that these stores are doing better than I think at this.
O.