If you are a predator and carry a search light, chances are your prey will learn what your search light means. If you are prey, would you think it is a good idea to advertise "there's something to eat over here"?
Think about the return on investment on these: how much energy to grow and power vs. the improved food gathering. Also: would this make the creatures easier to find by predators?
Galagos developed large eyes rather than sonar, true. I refer you to my other comment:
> Perhaps eyes convey a general advantage, regardless of how you find food?