It is hard to hang a headlight if there is a feedwater heater in the way too.
Placement is probably a combination of optimizing the technology of the day with the--ahem--fiscal restraint not to move parts about later.
Seems like the smaller AT&SF locos had the light up high, and then it moved to the center of the smoke box. Likewise the D&RGW SG locos. All the articulateds that come to my mind at this late hour have the light on the deck, though I am sure many had it on the boiler. Mounting the light low was sure to get the attention of drivers, too: think of the sunrise on the Grande's 4-6-6-4s.
NG locos, being naturally low to the ground are a done deal. Question is, why does 360 have her light on top of the boiler and 361 have hers out front? The C-18s were similiarly varied I believe.
Keith