I have three of those Proliant Microserver Gen8's. Two of them are part of my Proxmox cluster, and the other one is waiting for me to install Proxmox on it.
They don't need to put the light inside the oven. Light pipes are a thing.
It's obvious that it would cost less to put the fixture inside the oven, so that's probably why we have to put up with incandescent bulbs inside the oven, instead of a better solution that would probably last the life of the oven.