So you want to carry two lights and a gun? If you have ever spent any amount of time in a duty belt, you would do everything you can to lessen the load and keep the amount of equipment to a minimum.
A TLR1, a fairly standard full size light, is an extra 4.8oz. A good standard metal double CR123A handheld is a hair under 4. For comparison, six rounds of .357 158gr run about 3.5oz. A leatherman wave is over 8oz. A fully loaded Glock 17 magazine is 8oz. For the advantages it gives you, the weight penalty is minimal and absolutely worth it. And yes, absolutely every officer I've spoken to or seen carrying a WML has a separate handheld light. My full size (modern definition mind you, not a "totally not an impact weapon" d cell maglight) light is what I based the 4oz figure on, but you can get lights that are plenty bright for half the weight with ease.
The industry has developed technology that allows for better target identification, among other things, prior to shooting someone. We've all had enough exposure to publicized shootings of unarmed people who officers mistakenly thought were armed, even if that was the only situation this helped for an extra 4oz is more than worth it.
Also, adding this in, the "bat belt" problem of carrying so much on the belt is a real one. I don't think this is the place to save weight, though I absolutely agree having everything on a gun belt is stupid and harms individual officers in addition to contributing to higher medical costs for the department. I don't love the look of external vests with stuff mounted, but that option or load bearing suspenders should absolutely be allowed if not mandated.
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