Unless there is some kind of short (which will blow a fuse) or other fault in the bulb itself (i.e. one that keeps the light circuit open without passing current through the filament), it is hard to see how they could cause general electrical problems.

"Fake xenons" are nothing more than standard halogen bulbs tinted blue to raise the color temperature (from yellow to white or bluish-white). They actually put out less light, abeit much whiter light.

As an amateur photographer, I perform this same trick with cheap 500W halogen work lights, changing their very yellow output color to white by placing a light blue gel in front of them, which works well, but dramatically cuts luminosity.

My understanding is that true xenon lights use an electric arc to raise a xenon atom's outer electrons to a higher orbital state and, when they come back down, photons are emitted causing the very bright, white light. A current flowing through a wire simply cannot do this and fake xenons, even though I use them as well, are purely aesthetic. They are indeed whiter, but not at all brighter, no matter what that EBay seller claims to the contrary.

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2008 E350 4matic / Black/Anthracite

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Gone but not Forgotten:
2001 E430 4matic, 206,xxx miles, Black/Charcoal
1995 E320, 252,xxx miles, Black/Grey
1989 260E, 223,00 miles, Black/Black