Well, yes, photophobia can lead to headache. Generally speaking, Photophobia is the eye discomfort in bright light. So according to some researches, bright and uncomfortable light is the trigger for headaches and migraines associated with photophobia. We can say that it happens to many people with photophobia. We can say that may be caused by the muscles around the eyes going into spasm as a result of too much squinting. Of course, a large amount of the brains power is dedicated to using visual information. When this information is disturbed by too much stray light, the brain may not know how to deal with it, causing stress. And then, you will feel headache. This is another possibility. Anyway, you can console it with other ones.