Just spoke the the dealer (cancelling my booking) and he said there is a "balance weight on the front suspension" that can get "upset" if you go over a speed bump hard and that often it fixes itself once the car has been sat on the level for a while.
Now, I take all advice from a dealer with a pinch of salt. I know there are level sensors on the front and rear suspension that measure where your vehicle height is and this then tells the motors in the headlights to dip up/down accordingly. I always thought these were a long variable resistor, so no "balance weight" so to speak, but I may be wrong.
When you get in the car in the dark and switch the ignition on, you should see the headlight beam dip up & down then set at the correct level. All the cars I've owned with Xenons have done this. The X5 is more obvious as the Xenons are FECKIN bright and the beam as sharp as a knife, so it's more visible than on the Zed.