IIRC, the adaptive HLs were introduced in 04+ models. So, I don't believe your xenons are supposed to go left/right.

On the auto-level I'm not sure how to check them. Maybe try by stopping on a fairly severe incline/decline and look to see if they adjust. Use a driveway or a ramp to simulate those conditions.

I never tested this on my own X. Now you got me curious.