Some modern headset designs don't use the top cap to do that. There's a bunch of products that exploit that to put toolkits, spare CO2 canisters or whathave you in that spot.
PS. I searched and found some in-steerer storage. It's not a headset but essentially a hollow compression plug replacement with a top cap moved to the bottom. I have never seen a road fork with a hole at the bottom so it is likely limited to MTB forks and, since there is no compression in that thing, it might be not very safe with a carbon steerer.