If you turn off the kill switch, all power is cut, even to the gauges. I agree with the post above and in the operators manual it states to just use the key, not the kill switch. As for the light bulb, as it's under warranty I'd take it back but if that's a pain you can always do a simple test, take the bulb that is good and plug it into the right headlight socket to test if it's the bulb or the system. Sometimes bulbs can lie to you. A simple continuity test may reveal the bulb is okay but when you plug it in the heat will cause a disconnect within the bulb.
Just a thought.