Not all Boeing aeroplanes switch the nose gear light/s off when the gear is retracted - on the 737 anyway it is a customer option.
The nose gear is also subject to greater levels of vibration which decreases filament life as compared to the wing root mounted bulbs.
Wing mounted lights are used more to make the aeroplane more visible to others than for illumination - hence the requirement in most companies for the landing lights to be on below 10000 ft and when in holding patterns.