So they can flash them to warn the other planes about the air cops hanging out in the clouds. /s

This is what I found with a quick web search:

Do Planes Fly with Headlights on?

Planes only fly with headlights on in scenarios that call for it. Those scenarios include flights that take place in crowded air spaces, when flying below 10,000 feet, and upon takeoffs and landings. It’s also common for pilots to turn on the headlights on their aircrafts when changing flight levels, to help increase visibility to other aircrafts, and in emergency circumstances to communicate with personnel on the ground.