If "something pops off", it's helpful to have some training and reinforced practice upon which to rely. This includes the use of gear, and especially if it revolves around the use of a weapon.
WML's have their advantages and disadvantages. Ditto hand held lights.
WML's attached to pistols require the use of WML-capable holsters. This can introduce considerations that may, or may not, affect concealment options and choices. Carrying a hand held light requires some thought, too.
Choosing the gear (lights) which best suit your anticipated needs is your choice.
I often carry either a J-frame snub or a LCP (pocket-holstered), so hand held lights are my default choice. Less than half of my pistols have the ability to accept WML's, but more importantly, none of the holsters I use will accept a WML being attached. I have no plans to ever acquire either a WML or a WML-capable concealment holster.
Granted, while my former agency authorized the use of WML's, I didn't carry/use one for my plainclothes assignment. I cleared literally thousands of structures with the use of hand held lights in that role, so I have a little experience and training upon which to rely in that regard. If anything, the availability of increasingly better and more versatile lights has reinforced my continuation of carrying hand held lights in my retirement, and having them in our house.
OP, if you can locate an affordable training venue for WML use, it might answer any questions you might have (or don't yet know to ask

) about this topic, and give you some perspective and insight into answering such questions for
your perceived needs.
FWIW, when I was helping conduct night training, involving the use of both patrol rifles and transitioning to handguns, there were some folks caught by surprise when their WML's failed during some of the training drills, when they needed them the most. Training to encounter such a problem might be prudent ... as is having a Plan B, Plan C, etc.
Also FWIW, while the average person may be momentarily blinded and/or disoriented by a bright light beam (or 'wall of light', etc) being directed in their face, it's not like armed suspects haven't been able to quickly shoot at LE using lights. Lights
aren't cover. That's just one of the reasons there are techniques and tactics often taught to LE revolving around the use of lights, including vehicular lights, WML's
and hand held types.
WML's? Yes, No & Maybe. Depends.
If nothing else, learning how to avoid mistakes (including self-induced tactical problems), involving the use of WML's is arguably worth the cost of learning about in a class.
Or, someone can buy one, attach it to their light and hope for the best. Ditto hand held lights.
TANSTAAFL (Search online if you aren't familiar with the term.

)