In the UK the device managing the junction can already detect most failed lamps, it's common in safety applications to have paired filaments, so when one fails the other still works but you can detect the problem. People selling a city devices to manage their traffic offer the feature of the city being informed about failed lamps. But, that costs money and saving money is important in most places, so they'd rather wait for motorists to report a failed junction and repair it after the fact versus paying extra to solve it first.

As things move to LEDs it hardly matters anyway, a correctly engineered LED lamp doesn't suddenly fail like filament lamps, it just gets sort of dim gradually, so a regular schedule (e.g. replace all the LED lamps every 5 years) is the correct way to deal with it. Cheap consumer-grade LED modules sometimes fail suddenly due to over-heating or badly made electricals but the road maintenance people probably aren't buying unlabelled stuff off eBay so they're unlikely to have that problem.