Kenneth makes the point that crossed my mind. Both Tom and RJ's lamps were/are motionless whereas a loco is usually on the move. I read a while ago that the J&S Bachmann cars, with the brass contact which rubs on the axle, would look more prototypical for a car with oil lamps. Whether that is true, or not, I can't say - I wasn't around in those days.
Even motionless lamps, which are outdoors however, can be affected by strong winds.
The move to gas lighting I am sure was beneficial and generator/battery was even better. Was Calcium Carbide used in the States? I don't think it was over here - but as they say, someone may know better.
The older type lighting was the cause of horrendous fires, I believe , after a train wrecks.