LED taillights are included with the Signature Lighting package. Optional package on Big Bend, standard on Outer Banks, Badlands, and Wildtrak. I’m guessing you just didn’t order the Signature lighting package.
Anyhow, you can order the lights from the parts counter, but from what I’ve read the wiring harness for the LED headlights lights is different than the standard halogen headlights. I don’t know if that also applies to the taillights, but if you order them they may not work with your factory wiring.
Or just wait for aftermarket options like
@Erin posted.