That's CANBUS not OBD2, and it only works on some cars because not moronic manufacturer prevent it. Try doing it, on a European car you will fail.

I promise there is not an OBD2 port inside the headlights of cars.

There is CANBUS to the headlights, but that is not a OBD2 port. And more securely designed cars can put that in a less secure zone, so it can only send and receive commands for exterior things like lights, and not be able to have commands for keys injected, because that bus will not accept those commands.