I’ve been a bit frustrated with Lionel putting in their specs Mars light only to discover there isn’t one. Some of their 2.0 engines list this feature but when I ask someone with the actual loco it isn’t there.
Lionel often lists features for an entire line of a certain engine, but doesn't put the MARS light on those engines where the prototype didn't have one. As noted above, a lot of railroads never had them on their engines. They usually put a "disclaimer" that notes certain features are included if they're true to prototype.
BTW, many may be aware of this, but for those who don't know the origin of the name, it's a fascinating story how MARS lights came about, and the involvement of Mr. Mars (yes, the founder of the candy company), for whom the light is named.