So weird: I just noticed the same thing on my headlights. Haven't used them in a long while due to the nice long, sunny days, but coming off the ferry last weekend late evening, flipped on the headlights and no little headlight dance. (?!)
And same thing - nothing in VCDS.
Another oddity: for a few days, I wasn't getting the little "beep" when locking the doors. Checked VCDS and settings to ensure "auditory confirmation" was enabled (or whatever the language / setting is).
Turned the setting off. Logged out. Restarted car, logged back in, changed back to "on" - still no little alarm beep/chirp. Even had battery disconnected for running some wires. No change.
Then two days ago - suddenly it beeped again upon locking and has stayed that way since (at least a couple weeks).