...it's because this picture was taken not long after the afternoon Parade of Dreams had gone by. Light poles come up on top of all the buildings on Main Street too. It's not permanent; all the ones atop the buildings hinge backwards out of sight when they are not in use.
The work light tower has a hydraulic mechanism broken, and it needs to be noticed, ordered, and shipped to Anaheim before it can be replaced. This isn't the same thing as getting new tailgate lifts on your car. These things are custom parts.
Why don't they keep extras?
Inventory. For a part of that nature that appears in a very limited role in the park, it's easier to order them anew each time.
This is the same reason why when Thunder or (recently) Matterhorn blow out chains they can't just schlump a new one in.
So it's not a matter of cheapness. Just give the company time to recieve their new part.
As to why they don't keep it down: they need it at night, and it's too complicated to go up to the station every night and find some sort of wooden or metal pole with which to prop it up.
Not to mention the fire department wouldn't like lights that hot crashing back into the ceiling.
Unfortunately, much of the lacy charm of Main Street Station, as well as skyline of many of the Main Street structures, has been altered because of the need to "hide" such lights. As you can see, there is a beige panel now behind the wrought-iron top trim along the upper edge of the roof. This used to be see-through. The effect now is something less than what its designer envisioned.