A photon is a particle of light. There is a well known saying that 'travelling light' means means going on vacation with minimal baggage. The photon does not need help with his baggage because it is 'travelling light' because it is light! Also, light travels very quickly (~3 x 10^8 m/s), so it would not make sense for it to have to keep track of a lot of baggage (if it was travelling like a human).