[2021] 7dtd trouble

Are you referring to the Mining Helmet? As of A18/A19, the mining helmet does not have a built in light, instead when looted or purchased from a trader it comes preinstalled with a head light mod; The crafted variant however does not come with the mod. The head light mod can be installed on any helmet though, not just the mining helmet.

Edit: Another possibility is that you have something else conflicting, EG: If you're holding a weapon with a laser or flashlight mod on it, it will prefer to toggle the weapon feature over the helmet feature; Hold F to open a radial menu to choose which to toggle.