"Design choices"
Please send ten bucks more to Nintendo so you can get a headphnoe adapter.
Also, I think that they decided to have the light come on automatically on power-up is because unless you play in a bathroom (gross!) or fluorescently lit office (like, at work), you're unlikely to have optimal lighting. At least you know to turn it off if you want, right?
While I like having a brightness adjustment on my Afterburned GBA (just because), I can't really say that I've ran into a situation yet where I was thinking to myself "damn, this SP frontlight is just too bright".