Doesnt sound worth it to me, for headlights. Honestly, they're just lights, all cars come with headlights as standard and they have to pass certain tests. VW are just profiteering with these Xenon lights. Like they do on a lot of things actually.
Think about it this way - is your car going to depreciate any more without them? I'd say no. In fact probably the opposite.
But, if you've got money to burn...