Actually, many MTH locomotives have only one control for lighting, and it's not uncommon to see the cab light wired to the headlight circuit. If this is a model with a mux board, then it would be likely to be separately controlled.
I think I just cracked the code! Your locomotive has a front electrocoupler, so they used up the extra control channel for the coupler. I think you're going to find that's the way it works.