I read that also when my bulb failed and i didn't have a warning on the dash, rang my dealer and they confirmed that it doesn't cover the dipped beam (mine is a 2010 model so maybe its been updated since then??)
I do know however through a series of unplugging bulbs on my car the sidelights, indicators, brake, tail and main beam all throw up the warning on the dash when unplugged but not the dipped beam
On another note tho when i had nightbraker bulbs in my headlights they were brilliant at putting light onto the road but they only lasted 6 months as previously said, I now use Ultra bulbs (as do most ppl on here) these have lasted me over 2 years