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sounds like you have xenon bulbs which usually require you to remove the headlight bucket to remove, xenon bulbs are NOT like traditional filament headlamps as they require an ignitor to create light, they "ignite" a gas in the bulb which then creates the light, if you can provide the vin I can decode the option list and see if you have this style of lamp
the vin you supplied is invalid can you please recheck it ?
without a correct vin that's only an assumption, BUT assuming it is an xenon bulb 1 the bulb is around 200.00 and due to it's size I find it easiest to pull the headlamp assembly which on the grand Cherokee ( and most newer vehicles) you need to remove the front bumper cover, NOT a terrible job but around an hours labor to do