Why aren't there double AA Headlamps?

I had an old Petzl micro that was a 2x AA up front. The old Petzl Mega had a 4x AA in the rear. Just a form factor issue I guess with AAA working better on the front of your noggin
 
I have the Petzl Pixa 1. It has 2xAA.
I got it years ago because I was asking the same questions as you.

It is heavier on the forehead than 3xAAA models I have tried, which is my main complaint about it. It also doesn't seem to last much longer, battery-wise (but then again it has only one brightness mode & nothing else, so that could very well be a big part of it). It's possible you can find something lighter than this, because it really is a 'beefy' headlamp designed for industry use (something that means very little to the way I use it).

Anyway, my point is that weight on the forehead might be something to keep in mind.
 
There are a few 2xAA headlamps. The Fenix HL30 and HL35 are examples.

It's more common, however, when 3xAAA or 1xAA are not powerful enough, to jump up to 1x18650.

This makes sense. Once you're dealing with multiple AA's it's getting big and heavy. You may as well migrate to 18650 at that point, which is still light, and much more powerful.
 
I go along with the weight theory. Lighter is better in a headlamp. I'm looking for a headlamp for sailing, and I need it to have a red lense option. I'm replacing what I have because of weight.
 
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