I'd say it's because they can still be incredibly useful in the dark sections and corners of any given dungeon or if one doesn't want to strain their eyes scouring for certain things not too easily seen. There's little point in playing a video game, in my opinion, if there isn't a whole lot of clear video to go by. Pitch dark doesn't work... ever.
Ok, maybe pitch black is a bit extreme... but still... http://media.giantbomb.com/uploads/12/127031/1819834-skyrim_new_03.jpg is just
far too bright for an ancient crypt.

Imagine how much more atmospheric that scene would look if it were darker.