If you mean wall plug socket, it doesn't work for embedded light fixtures. As for bulb sockets, it's harder to make them small enough that the bulb won't protrude quite a bit, often ruining aesthetics. Plus, combining the two lets you have extra features, light RGB color control.
Most of a lightbulb is empty space.
Sure, you'd need a new form factor lightbulb (bulb cover really, for an LED bulb) to be compatible with modular electronics. But those bulbs should be cheap and reusable.