Check Lowbeam troubleshooting?

[Seabass]

This morning I was greeted by a Check Lowbeam Bulb message. I have a 2005 4.4i (HIDs).

Before I blindly buy expensive bulbs, I thought I would try and gather some info.

In most people's experience, is this likely to be a bulb issue or should I do more trouble shooting before laying out the big bucks?

I know the obvious answer is to move the working bulb over to the non-working socket to confirm that the bulb is at fault and not the ballast. I'm prepared to do it, but not looking forward to it since I understand that this requires removal of the bumper cover. Considering the current Canadian Prairie outdoor temperature is -26°C, I'm trying to avoid this if it's not necessary.

Is the "Check Lowbeam Bulb" message reliable? Would I get a different message if the ballast was toast?