Okay, I figured it out. I was configuring an F250 Super Cab. The Super Cab is not available with the Lariat Ultimate package - the Ultimate is only available with the Crew Cab. And, the Ultimate package is required if the LED headlights are optioned. So, an F250 IS available with the LED headlights if the Crew Cab is chosen.
I hadn't noticed that a 4X4 was required for the goose neck prep. So, went to the build and price, and behold - you are right again.
I want a 4X4 anyway, but I find it interesting that the 4X4 is required. There must be some reason. But for the life of me I can't figure out why. I'd certainly want to learn more about it. There might be some fascinating engineering problem I haven't thought of.