Bottom line is that it's a cost-savings measure, considering that for all installs there's a handful of keycaps that will forever go unused. For example, with the MX-980 only 2 caps are supported, but close to a dozen are supplied, plus their packaging/carrier. That equals dollars and waste.

As a CI, just order extra caps to have on hand if you need them, not really an issue.

But yes, having by default one of the caps set to "lighting" is a pretty poor choice. Not a significant enough marketing benefit and it's also taking up a valuable hard button - the feature can be easily put on a soft button as part of a devices page or similar.