Why no lamp picture on the power poles?

As the mod can handle any power pole type dynamically it's not possible to have a lamp be able to attach to any possible power pole image nicely.

Can I have a cost to my lighted power poles?

The Lighted Power Poles + mod includes a cost for crafting lighted power poles. It does offer a different range of features and configuration options. https://mods.factorio.com/mod/LightedPolesPlus