I have seen these and they do have only the one headlight (no Mars light). I am not sure why MTH made these without the Mars light, they just look wrong that way, especially since they made some other road names with the Mars light (two headlights)! It is for this reason that I have the PRR version with two headlights custom painted in the Southern scheme.
MTH made a similar error with the Seaboard E6 set that they made with a Mars light (two headlights) when it should only have one headlight (no Mars light). Again, it just looks wrong and it does not make sense since they made other road names with one headlight!
I can accept minor detail errors but the one/two headlight issue is a deal breaker. And it makes no sense when they obviously have both versions of the shells available. I guess you could modify a one headlight version to add the Mars light but you really could not convert a two headlight version and remove a Mars light without major surgery (you would be better off repainting the correct shell)!