You can either have a short delay before spraying which means that the wipers smear crap and abrasive substances all over the screen before the spray gets to it, or have the possibility of the nozzles freezing and not spraying at all.
In theory, if there is no water in the nozzles or the last few inches of piping leading to the nozzles then all of the washer fluid is kept warm within the engine bay.
Having the headlight washers spray copious amounts of washer fluid all over the bonnet and windscreen a fraction of a second before the wipers are activated means that at least a small quantity of water hits the screen before the washer jets activate, but this only happens when the headlights are on.