Palpatine was a megalomaniac, and thought that no one could match his powers in the Force, so a lightsaber was just unnecessary. Palpatine was also one of the strongest users of Force Lightning in existence.
Sidious himself felt that he and his peers had outgrown the use of lightsabers, and only continued carrying them to mock the Jedi. He ultimately viewed his own lightsabers as little more than an affectation, and rarely wielded them in combat.
Real world answer: Probably because its hard to learn dual wielding in a very short amount of time for the actor (Ian McDiarmid) and difficult to choreograph. In-universe answer: Palpatine had his lightsabers hidden separately inside his Sith statues when he moved into the Supreme Chancellor's office.
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In his guise as Supreme Chancellor Palpatine, Darth Sidious owned twin lightsabers constructed of phrik, auordium and electrum.
In Star Wars, Emperor Palpatine has two lightsabers despite hating them. Though he is the overarching villain of the entire Skywalker saga, Revenge of the Sith is remarkably the only Star Wars movie in which Darth Sidious engages in a lightsaber duel.
After defeating Vader in a duel on Mustafar, Obi-Wan Kenobi took Anakin's lightsaber with him into exile on Tatooine. Obi-Wan gave the lightsaber to Anakin's son Luke, who used it in taking his first steps along the Jedi path.
Rey's lightsaber was a yellow-bladed lightsaber that was constructed as a personal weapon by the Jedi Rey Skywalker following the First Order-Resistance War.
Kylo Ren's Lightsaber Form
The evidence isn't entirely clear, but it is most likely that he was an adherent of Form V, particularly the Djem So variant. Ren's fierce fighting style has the hallmarks of Djem So, which demands a high degree of speed and strength to execute a flurry of attacks and counterattacks.
Legend had it that Yoda—a Jedi who became Grand Master—was trained by N'Kata Del Gormo. A Force-sensitive Hysalrian, N'Kata Del Gormo was trained in the ways of the Force and achieved the rank of Master within the Jedi Order.
In The Rise of Skywalker's novelization, written by Rae Carson, it's revealed that Rey's father is a failed Palpatine clone. He was initially created as a vessel to house the Sith Lord but proved incapable of doing so.
In fact, he was a master of all seven forms. He specifically preferred to use Form VII or Juyo, but, just like Darth Vader's fighting style, he was able to fuse all of the different forms to his advantage.
In the construction of a Sith lightsaber, individuals partook in a process known as bleeding. By ways of the Force, they would pour negative emotions such as rage, hate, fear and pain into kyber crystals. The process would result in the crystals gaining a distinctive crimson or red hue.
His goal was to generate sympathy for the people of Naboo in order to become the next Supreme Chancellor. Although Queen Padmé Amidala escaped with the help of the Jedi Master Qui-Gon Jinn and his Padawan Obi-Wan Kenobi, she fled to the Republic capital of Coruscant seeking Senator Palpatine's counsel.
That was part of it. But, more importantly, Palpatine needed the Clone Wars to take place so he could seize power and openly develop cloning technology to extend his own life. For Palpatine, the real work on cloning started just after Order 66 and kept going until The Rise of Skywalker.
After the final death of Palpatine in 11 ABY, Xandel Carivus proclaimed himself the Emperor, but was soon killed by Kir Kanos. Under the Imperial Remnant, the role of Imperial Head of State was assumed by Supreme Commander of the Imperial Fleet.
Yoda confronted Sidious in the heart of the Senate chambers. This erupted into an intense duel between these masters of the Force, a fight that Yoda ultimately lost and was forced to flee. With the Galactic Empire triumphant, Yoda and Obi-Wan were the last of the Jedi.
Mission to Mathas. Padawan Windu was trained in the ways of the Force by Jedi Master Cyslin Myr.
In the Star Wars Legends continuity, the founders of the Jedi Order were Jedi Masters Cala Brin, Garon Jard, Rajivari, and Ters Sendon.
Darth Vader, a master of Form V since his early days as a Jedi Knight, became much stronger after he became a cyborg. After turning to the dark side in 19 BBY, Anakin Skywalker, now known as Darth Vader, dueled and was nearly killed by his former Jedi Master, Obi-Wan Kenobi, on the planet Mustafar.
The oldest of the seven lightsaber forms, as well as the most basic, is Shii-Cho form, otherwise known as The Way of the Sarlacc and The Determination Form. Shii-Cho is traditionally the first lightsaber form taught to Jedi initiates.
Jedi Masters Vrook Lamar, Zez-Kai Ell, and Kavar were all skilled in its use and were able to pass on their experience to others. Jedi Master Atris, who fell to the dark side during the First Jedi Purge, was also known to employ the form.
It's possible that Rey adopted the yellow-bladed lightsaber (or perhaps the kyber crystal conjured a yellow blade based on the changes within its wielder) in honor of those emotionally detached sentinels tasked with guarding the Jedi Order.
In the film, we learned that Rey was a Palpatine, and her father was a clone of the infamous Sith Lord. However, it did raise the question of why would Palpatine let one of his clones escape especially since he was later revealed to be a failed clone.
At the end of the film, Rey returns to Luke's home on Tatooine, where she buries Luke and Leia's lightsabers, then reveals her own—decked out with a golden-yellow blade, a hilt that looks like it might've been crafted from her staff, and a cigarette-lighter-looking switch that turns it on.