I don't know specifically WHY manufacturers allow it, but I can tell you in my 30 years of driving that I have used my headlights on several occasions without the car running or me in it - and I like being able to do that.
My real-world examples:
- Locking/unlocking a gate/garage
- Helping a friend fix a flat tire on the road
- Block party during a power outage
- Setting up camp
- Getting the mail from the common mailbox
- etc..
I realize that your question specified without the keys, but in some cases (like unlocking the gate at my storage facility) I need my keys with me, not in the car so the lights can be on.
I think MOST modern cars won't let you completely kill your battery by leaving something on. They'll usually cut power when it reaches a certain [lower] voltage to leave you enough to crank the engine.