I've seen blown headlight bulbs reported in a few cases now - and also seen reports they were covered under warranty. In January there was a dialogue about it on Caravaners forum (australia) in the epic Jeep Grand Cherokee thread.
I posted on Caravaners forum at the time -
"I checked my service and warranty booklet that was in the car when delivered March 2012 - and printed on page 7 amongst what is covered under warranty items is the exception about the Zenon bulbs being covered under the basic warranty.
BUT - on the front of the booklet is a sticker saying that in order to comply with local requirements a separate Australian warranty has been developed etc etc - your dealer will give you a copy or go to these websites - here's one - http://www.jeep.com.au/for-owners
Great - if you check the service and warranty link on that page it will bring up a .pdf with the exception for the zenon globes.
HOWEVER - if you check the warranty link immediately below it will bring up a January 2012 issue - that removes the exception to the zenon globes!
Take your pick.....
I think you can make a very good case that Jeep has produced conflicting information, and still available on their websites, and push pretty hard that the globes be covered.
Probably the outcome will be that Jeep will wake up and modify the booklets linked on the websites to the January 2012 issue. Not so good for those of us who haven't yet burned out a globe though......"
Just now I checked the link again and the .pdf is still there (with the exception covering the xenon globes for the basic warranty).
It would be worth while checking your book and if it is the same as mine perhaps another visit to the dealer with it in hand might be in order. I think you could create a long running argument at the service counter!!