The wattage, amperage, or current is what kills you
Think of it this way, you can have a 120 volt light bulb in a 60 watt or a 100 watt. Which one pulls more current? Think of a hair dryer or a microwave at well over 1000 watts, but still the same voltage. That's current.
So, if you have a 6 volt bulb at 35 watts, or a 18 volt bulb at only 5 watts, which would be brighter, but pull more current?
2x18650, or any 2x li-on lights often don't have warnings, but they should. Some more responsible manufacturers do mention things like at the first sign of dimming stop using. (This applies more to unprotected cells though)
All battery packs should be balanced, be they nimh, nicd, li-on whatever, but the difference is nimh doesn't explode, you just risk damaging one cell. If you have ever had a pack go bad in a tool battery, cordless phone, whatever, odds are that one cell was more damaged than the others and that is what drags everything else down.
Since we aren't using pre built packs with balancing circuits we are responsible for that balancing ourselves. If you buy 2 new cells and always dedicate them to the same light and always charge them together, you will be fine.