You should have a priority 2 warning in the cluster's 20 digit alpha/numeric display when you turn the ignition past KL 15 (ignition position 2)...then the status arrows should turn on, too. If the text CHECK LOWBEAM isn't there...do you have the 2 status arrows on the left/right of the display?
Priority 2 warnings don't come on immediately like priority 1 warnings.