This is a 2 way issue some vehicles with conversions to Xenon show bulb failure messages (recently converted a Range Rover p38 to Xenon now showing bulb failure message) In your case the Ecu is detecting a diffrent power consumption to the norm and has now set a fault code. I have wondered about soloutions to this issue and it will likley be by placing a resistor parallel in the circuit to create the same load that was produced when the Xenon was in place, the question is what value and watt rating. If you can work out what ampage the Xenon is pulling in the first place you could work out what the resistance on that circuit would have to be. Then calculate in th same way what a normal head light set up is and the diffrence would be the loading resistor value required to correct the circuit. Im currently trying to work one out for this P38 issue so will get back to you.