They do. It's top secret though and only one copy exists.

Unless one of the Decepticons managed to get one? Soundwave's Cassettes pass so much time in the Ark they must know about that...
And perhaps they do the same thing with Megatron, with some help from Skywarp and (even if he doesn't know it), Starscream?

And I just listened to that song... Blaster totally needs to play that during a battle! I don't care what Optimus has to say about it!

The battle field must become a dance floor and the war cries a karaoke. This will be the ultimate fight between good and evil!

And antique porcelain dolls. I swear those dolls are haunted.

Haunted dolls trying to take over the Ark... Red Alert is going to need a break after that. And Prowl too.