The headlight switch doesn't actually switch power to the headlights. It's only an input to the body control module BCM). When you click on the headlights, the BCM sees a change in voltage from the switch and provides power to the control coil portion of the low beam headlight relay #46. The relay closes the contacts and power flows from fuse #6 in the underhood fuse box to the left and right low beams. Each headlight has a different ground connection so it's unlikely they're both bad at the same time. So check fuse #6. If it's good, try swapping the headlight relay with another relay of the same size and configuration. If that doesn't work, you'll need to use a digital meter to see if the relay control coil is getting power from the BCM when the headlight switch is turned on.