You have to aim your headlights if you think they aren't working right.

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Jordo,
I Also fitted the DEPOs AEs and my pattern looks similar to yours and in my case not much different from the oem xenon set up.
I first installed one Depo and left the OEM light ,so that I could manually adjust the height to oem level.Then fitted the other and manually levelled it to the other.Then I later adjusted them at work and they were spot on!

As already stated by others here,I don't think you are suppose to have a straight line, the passenger side is always pointed higher to see the road signs, the driver's side is pointed lower to not blind oncoming traffic.

There is nothing wrong with that cutoff pattern. All German headlights do that. Only Japanese cars have flat cut offs. They angle up to the right to provide more light on the side of the road to improve visibility. They are not perfectly flat once they angle up because they are Depo. ALL Depo do that. Stock still have the step up to the right, they are just more flat across the right top edge.