You'll have to forgive Gilly, as he's got a reputation to uphold. And he's one of the best sources of tech info around, bar none, so most of us have become used to his "sand paper" replies in order to get the great insights he's given.
Also, on this forum you'll find many people that are loathe to modifying their cars, unless these upgrades are "tried and true."
As to your headlamp problems, the point about the MB bulb-out warning system is correct. Monkey with bulbs and learn to live with a warning light. The feature is great for safety, as you'll know right away if you have a bulb out, so I'd hesitate to defeat it in any way.
As to your high-beam/fog-lamp problems?
Well, auto-headlamps on an MB is not the same as many cars. It's to make sure your lights come on in sudden dark situations like tunnels. You're still supposed to use the headlamp switch during night driving. The headlamp switch enables your high-beams and front and rear fog lamps.
The fog lamps (front and rear) are activated by pulling the knob out, and this handly feature switches them off when you turn the headlamps off. MB designers (as well as many on this forum, me included) wonder why on earth anyone would use the fog-lamps unless you're experiencing fog in low-light conditions.
BMW and Camaro owners are constantly driving around with their fog lights blazing (mostly mis-aimed too) and this has made the rest of us all sick-and-tired of it.
BMW owners in particular seem to be making the statement "see, I'm a highly skilled European driver..."
1998 C230 "Black Betty"