I have seen both bulbs go out at the same time before. The bulbs are controlled by the Body control module. Here is the definition of how they work. I'd check the bulbs first.
The headlamp switch is a direct input to the Body Control Module (BCM). The BCM sends a Programmable Communication Interface (PCI) data bus message to the Integrated Power Module (IPM) informing it of a headlamp switch status change. The IPM then turns on power to the headlamps through four "fuseless" circuits. These circuits are electronically controlled and continuously monitored for malfunctions. Power is supplied to each filament in a separate circuit. On vehicles with HID lamps for low beam, the IPM provides power to the HID module which in turn, turns the lamps on. For vehicles equipped with Daytime Running Lamps (DRL), the IPM electronically steps down the headlamp voltage to provide the desired illumination. The DRL's will automatically extinguish when the blinker or hazards are activated and will come back on when the blinker or hazards are deactivated.